Research output: Contribution to journal › Article › peer-review
Polyhedral Complementarity on a Simplex : Search for Fixed Points of Decreasing Regular Mappings. / Shmyrev, V. I.
In: Journal of Applied and Industrial Mathematics, Vol. 13, No. 1, 01.01.2019, p. 145-156.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Polyhedral Complementarity on a Simplex
T2 - Search for Fixed Points of Decreasing Regular Mappings
AU - Shmyrev, V. I.
PY - 2019/1/1
Y1 - 2019/1/1
N2 - We study the problem of finding a fixed point for a special class of piecewise-constant mappings of a simplex into itself which arise in connection with the search for equilibrium prices in the classical exchange model and its various versions. The consideration is based on the polyhedral complementarity which is a natural generalization of linear complementarity. Here we study the mappings arising from models with fixed budgets. Mappings of this class possess a special property of monotonicity (logarithmic monotonicity), which makes it possible to prove that they are potential. We show that the problem of finding fixed points of these mappings is reducible to optimization problems for which it is possible to propose finite suboptimization algorithms.We give description of two algorithms.
AB - We study the problem of finding a fixed point for a special class of piecewise-constant mappings of a simplex into itself which arise in connection with the search for equilibrium prices in the classical exchange model and its various versions. The consideration is based on the polyhedral complementarity which is a natural generalization of linear complementarity. Here we study the mappings arising from models with fixed budgets. Mappings of this class possess a special property of monotonicity (logarithmic monotonicity), which makes it possible to prove that they are potential. We show that the problem of finding fixed points of these mappings is reducible to optimization problems for which it is possible to propose finite suboptimization algorithms.We give description of two algorithms.
KW - algorithm
KW - complementarity
KW - fixed point
KW - monotonicity
KW - polyhedral complex
KW - potentiality
KW - suboptimization
UR - http://www.scopus.com/inward/record.url?scp=85064938518&partnerID=8YFLogxK
U2 - 10.1134/S1990478919010150
DO - 10.1134/S1990478919010150
M3 - Article
AN - SCOPUS:85064938518
VL - 13
SP - 145
EP - 156
JO - Journal of Applied and Industrial Mathematics
JF - Journal of Applied and Industrial Mathematics
SN - 1990-4789
IS - 1
ER -
ID: 20050287