The best known algorithms for the computation of market equilibria, in a general setting, are not guaranteed to run in polynomial time. On the other hand, simple poly-time algorithms are available for various restricted - yet important - markets. In this paper, we experimentally explore the gray zone between the general problem and the poly-time solvable special cases. More precisely, we analyze the performance of some simple algorithms, for inputs which are relevant in practice, and where the theory does not provide poly-time guarantees. © Springer-Verlag Berlin Heidelberg 2005.
CITATION STYLE
Codenotti, B., McCune, B., Raman, R., & Varadarajan, K. (2005). Computing equilibrium prices: Does theory meet practice? In Lecture Notes in Computer Science (Vol. 3669, pp. 83–94). Springer Verlag. https://doi.org/10.1007/11561071_10
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