Mark Broadie

An introduction to the octahedral algorithm for the computation of economic equilibria

Abstract:
Improvements in computational methods have resulted in the faster solution of general equilibrium economic models This paper gives a nontechnical introduction to the octahedral algorithm for the solution of economic models.

Source: Mathematical Programming Studies
Exact Citation:
Broadie, Mark. "An introduction to the octahedral algorithm for the computation of economic equilibria." Mathematical Programming Studies 23 (1985): 121-143.
Volume: 23
Pages: 121-143
Date: 1985