Research output: Contribution to journal › Article › peer-review
Polyhedral complementarity on a simplex. Method of meeting paths for decreasing quasi-regular mappings. / Shmyrev, Vadim Ivanovich.
In: Trudy Instituta Matematiki i Mekhaniki UrO RAN, Vol. 25, No. 2, 01.01.2019, p. 273-286.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Polyhedral complementarity on a simplex. Method of meeting paths for decreasing quasi-regular mappings
AU - Shmyrev, Vadim Ivanovich
PY - 2019/1/1
Y1 - 2019/1/1
N2 - The paper explores the mathematical basis of a novel polyhedral complementarity approach proposed by the author for finding an economic equilibrium in a linear exchange model and its variations. The equilibrium problem reduces to finding fixed points of point-to-set mappings of the price simplex to itself. As a result, we obtain a polyhedral complementarity problem generated by a pair of polyhedral complexes in duality. The class of quasi-regular mappings, which is a new class of decreasing mappings having no analogs in Rn, is considered. The procedure of meeting paths, which generalizes the known Lemke method for linear complementarity problems, is studied. It is shown that in the case under consideration the procedure has the property of monotonicity characteristic of linear complementarity problems with positive principal minors of the constraint matrix (P-class). The uniqueness of the desired fixed point is a consequence of monotonicity.
AB - The paper explores the mathematical basis of a novel polyhedral complementarity approach proposed by the author for finding an economic equilibrium in a linear exchange model and its variations. The equilibrium problem reduces to finding fixed points of point-to-set mappings of the price simplex to itself. As a result, we obtain a polyhedral complementarity problem generated by a pair of polyhedral complexes in duality. The class of quasi-regular mappings, which is a new class of decreasing mappings having no analogs in Rn, is considered. The procedure of meeting paths, which generalizes the known Lemke method for linear complementarity problems, is studied. It is shown that in the case under consideration the procedure has the property of monotonicity characteristic of linear complementarity problems with positive principal minors of the constraint matrix (P-class). The uniqueness of the desired fixed point is a consequence of monotonicity.
KW - Algorithm
KW - Complementarity
KW - Fixed point
KW - Monotonicity
KW - Polyhedral complex
KW - Simplex
UR - http://www.scopus.com/inward/record.url?scp=85078230720&partnerID=8YFLogxK
U2 - 10.21538/0134-4889-2019-25-2-273-286
DO - 10.21538/0134-4889-2019-25-2-273-286
M3 - Article
AN - SCOPUS:85078230720
VL - 25
SP - 273
EP - 286
JO - Trudy Instituta Matematiki i Mekhaniki UrO RAN
JF - Trudy Instituta Matematiki i Mekhaniki UrO RAN
SN - 0134-4889
IS - 2
ER -
ID: 23260481