Registro Completo |
Biblioteca(s): |
Embrapa Pantanal. |
Data corrente: |
11/06/1996 |
Data da última atualização: |
11/06/1996 |
Autoria: |
IRWIN, C. L.; YANG, C. W. |
Título: |
Iteration and sensitivity for a spatial equilibrium problem with linear supply and demand functions. |
Ano de publicação: |
1982 |
Fonte/Imprenta: |
Operations Research, v.30, n.2, p.319-335, Mar./Apr. 1982. |
Idioma: |
Inglês |
Conteúdo: |
We investigate a set of spatial equilibrium conditions which apply, for example, to a multiregional, multicommodity market or to a physical system of interconnecte sources and sinks. Under additional hypotheses, the equilibrium conditions are the Kuhn-Tucker conditions for a concave, quadratic programming problem. For the case in which the equilibrium conditions do not correspond to a programming problem, an interative process for obtaining a solution is discussed. This iteration is motivated by the Project Independence Evaluation System (PIES) energy model algorithm. An algorithmic method to determine the sensitivity of an equilibrium solution vector to data perturbations is described. Both the sensitivity analysis and the convergence of the iterative solution method are based upon a solvability lemma, which guarantees that a solution of the equilibrium conditions may be expressed in terms of the problem data. Nondegeneracy assumptions for the inter-regional flows are unnecessary for this discussion. An example of the equilibrium problem which arose in modeling the supply and demand of eatern coal is briefly described. |
Palavras-Chave: |
Funcao de demanda; Iteration; Linear supply; Problema de equilibrio; Provisao linear; Repeticao; Sensibilidade; Sensitivity; Spatial equilibrium problem. |
Thesaurus Nal: |
demand functions. |
Categoria do assunto: |
-- |
Marc: |
LEADER 01868naa a2200253 a 4500 001 1789182 005 1996-06-11 008 1982 bl --- 0-- u #d 100 1 $aIRWIN, C. L. 245 $aIteration and sensitivity for a spatial equilibrium problem with linear supply and demand functions. 260 $c1982 520 $aWe investigate a set of spatial equilibrium conditions which apply, for example, to a multiregional, multicommodity market or to a physical system of interconnecte sources and sinks. Under additional hypotheses, the equilibrium conditions are the Kuhn-Tucker conditions for a concave, quadratic programming problem. For the case in which the equilibrium conditions do not correspond to a programming problem, an interative process for obtaining a solution is discussed. This iteration is motivated by the Project Independence Evaluation System (PIES) energy model algorithm. An algorithmic method to determine the sensitivity of an equilibrium solution vector to data perturbations is described. Both the sensitivity analysis and the convergence of the iterative solution method are based upon a solvability lemma, which guarantees that a solution of the equilibrium conditions may be expressed in terms of the problem data. Nondegeneracy assumptions for the inter-regional flows are unnecessary for this discussion. An example of the equilibrium problem which arose in modeling the supply and demand of eatern coal is briefly described. 650 $ademand functions 653 $aFuncao de demanda 653 $aIteration 653 $aLinear supply 653 $aProblema de equilibrio 653 $aProvisao linear 653 $aRepeticao 653 $aSensibilidade 653 $aSensitivity 653 $aSpatial equilibrium problem 700 1 $aYANG, C. W. 773 $tOperations Research$gv.30, n.2, p.319-335, Mar./Apr. 1982.
Download
Esconder MarcMostrar Marc Completo |
Registro original: |
Embrapa Pantanal (CPAP) |
|