Iterative Descent Method for Generalized Leontief Model (1812.03819v1)

Published 10 Dec 2018 in math.OC

Abstract: In this paper we consider generalized Leontief model. We show that under certain condition the generalized Leontief model is solvable by iterative descent method based on infeasible interior point algorithm. We prove the convergence of the method from strictly positive starting point. A numerical example is presented to demonstrate the performance of the algorithm

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