Parallel and serial variational inequality decomposition algorithms for multicommodity market equilibrium problems
Abstract
The authors have applied parallel and serial variational inequality (VI) diagonal decomposition algorithms to largescale multicommodity market equilibrium problems. These decomposition algorithms resolve the VI problems into single commodity problems, which are then solved as quadratic programming problems. The algorithms are implemented on an IBM 3090600E, and randomly generated linear and nonlinear problems with as many as 100 markets and 12 commodities are solved. The computational results demonstrate that the parallel diagonal decomposition scheme is amenable to parallelization. This is the first time that multicommodity equilibrium problems of this scale and level of generality have been solved. Furthermore, this is the first study to compare the efficiencies of parallel and serial VI decomposition algorithms. Although the authors have selected as a prototype an equilibrium problem in economics, virtually any equilibrium problem can be formulated and studied as a variational inequality problem. Hence, their results are not limited to applications in economics and operations research.
 Authors:
 Publication Date:
 Research Org.:
 Univ. of Massachusetts, Amherst, MA (US)
 OSTI Identifier:
 6089821
 Resource Type:
 Journal Article
 Resource Relation:
 Journal Name: Int. J. Supercomput. Appl.; (United States); Journal Volume: 3:1
 Country of Publication:
 United States
 Language:
 English
 Subject:
 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; PARALLEL PROCESSING; ALGORITHMS; ECONOMICS; MARKET; NONLINEAR PROBLEMS; PROGRAMMING; RESEARCH PROGRAMS; USES; MATHEMATICAL LOGIC; 990210*  Supercomputers (19871989)
Citation Formats
Nagurney, A., and Kim, D.S. Parallel and serial variational inequality decomposition algorithms for multicommodity market equilibrium problems. United States: N. p., 1989.
Web. doi:10.1177/109434208900300104.
Nagurney, A., & Kim, D.S. Parallel and serial variational inequality decomposition algorithms for multicommodity market equilibrium problems. United States. doi:10.1177/109434208900300104.
Nagurney, A., and Kim, D.S. 1989.
"Parallel and serial variational inequality decomposition algorithms for multicommodity market equilibrium problems". United States.
doi:10.1177/109434208900300104.
@article{osti_6089821,
title = {Parallel and serial variational inequality decomposition algorithms for multicommodity market equilibrium problems},
author = {Nagurney, A. and Kim, D.S.},
abstractNote = {The authors have applied parallel and serial variational inequality (VI) diagonal decomposition algorithms to largescale multicommodity market equilibrium problems. These decomposition algorithms resolve the VI problems into single commodity problems, which are then solved as quadratic programming problems. The algorithms are implemented on an IBM 3090600E, and randomly generated linear and nonlinear problems with as many as 100 markets and 12 commodities are solved. The computational results demonstrate that the parallel diagonal decomposition scheme is amenable to parallelization. This is the first time that multicommodity equilibrium problems of this scale and level of generality have been solved. Furthermore, this is the first study to compare the efficiencies of parallel and serial VI decomposition algorithms. Although the authors have selected as a prototype an equilibrium problem in economics, virtually any equilibrium problem can be formulated and studied as a variational inequality problem. Hence, their results are not limited to applications in economics and operations research.},
doi = {10.1177/109434208900300104},
journal = {Int. J. Supercomput. Appl.; (United States)},
number = ,
volume = 3:1,
place = {United States},
year = 1989,
month = 1
}

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