Abstract
SETNL is a set of subroutines written in C++ that enables to manipulate nonlinear programming problems in different ways. Solution procedures which are usually implemented at the level of the optimization modeling languages can thus be moved into the algorithm. An example is presented where two embedded solution methods, one based one the economic theory (Negishi) and the other one on the operations research theory (Dantzig-Wolfe decomposition), are used to solve a dynamic general equilibrium model.
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© 2001 Springer-Verlag Berlin Heidelberg
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Condevaux-Lanloy, C., Epelly, O., Fragnière, E. (2001). Exploiting Nonlinear Structures of Computational General Equilibrium Models. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_26
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DOI: https://doi.org/10.1007/3-540-45262-1_26
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