Nonlocal automated comparative static analysis | Zendy

Leigh Tesfatsion | Zendy

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Nonlocal automated comparative static analysis

Author(s) -

Leigh Tesfatsion

Publication year - 1992

Publication title -

computer science in economics and management

Language(s) - English

Resource type - Journals

eISSN - 2214-6954

pISSN - 0921-2736

DOI - 10.1007/bf00436585

Subject(s) - parameterized complexity , homotopy analysis method , nonlinear system , computer science , continuation , algorithm , homotopy , mathematical optimization , mathematics , physics , quantum mechanics , pure mathematics , programming language

This paper reviews work on the development of a program Nasa for the automated comparative static analysis of parameterized nonlinear systems over parameter intervals. Nasa incorporates a fast and efficient algorithm Feed for the automatic evaluation of higher-order partial derivatives, as well as an adaptive homotopy continuation algorithm for obtaining all required initial conditions. Applications are envisioned for fields such as economics where models tend to be complex and closed-form solutions are difficult to obtain.

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