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The Hungarian method for searching an equilibrium in the linear exchange model with fixed budgets. (Russian) Zbl 0931.90030
It is known that the problem of searching an equilibrium in the linear model with fixed budgets is reduced to the problem of mathematical programming with linear limitations. However, effective finite algorithms for solving the problem were not found. The authors develop a new approach to the problem based on ideas of polyhedral complementarity. This approach makes it possible not only to clarify some qualitative aspects of the problem, but also to develop rather simple and effective algorithms of simplex type providing the determination of an equilibrium for some finite number of steps. The algorithm is analogous to the Hungarian method for solving the transport problem.
MSC:
90C05 Linear programming
91B50 General equilibrium theory
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