A pathsearch damped Newton method for computing general equilibria.

Steven P. Dirkse Michael C. Ferris

Published in: Ann. Oper. Res. (1996)

Keyphrases

newton method
special case
convergence analysis
regularized least squares
quasi newton
genetic algorithm
linear equations
gauss newton
linear program
quadratic programming
linear svm
optimality conditions
superlinear convergence