摘要
CGE模型求解算法是模型从一般均衡理论走向实际应用的基础,本文通过对现有的求解算法进行综述,包括传统的Scarf不动点算法、牛顿迭代法、Tatonnement算法、Johanson-Euler法、投影拉格朗日(projectedLagrange)算法,以及近期兴起的遗传(GA)算法和模拟退火(SSA)算法,扼要说明它们的求解原理及存在的问题,指出各自的优缺点并作了详尽的比较分析与探讨,对于致力于推进CGE建模与突破仿真求解技术瓶颈的研究者们具有重要的参考意义。
Algorithms is the foundation of CGE model from general equilibrium theory to its practical application, and a major problem faced by economic workers. By reviewing of the existing algorithms in CGE model, such as Scan fixed point method, Newton-Raphson method, Tatonnement method, Johanson-Euler method, projected Lagrange method, genetic algorithm and simulated annealing algorithm, this paper expound each algorithm＇s principle and main problems, pointed out their respective strengths and weaknesses, and finally made a detailed comparative analysis.
出处
《统计研究》
CSSCI
北大核心
2009年第8期89-94,共6页
Statistical Research
基金
国家社会科学基金项目(08BTQ031)
重庆市社会科学基金项目(2007-ZH05)
重庆市科委自然科学基金资助(CSTC
2008BB2042)
