This paper reports on an implementation of Mathiesen’s sequential method for solving applied general equilibrium models. In this approach, the underlying nonlinear complementarity problem is solved by successive linearization. The paper discusses model formulation, implementation and performance. Several test problems and empirical models are used to evaluate eﬀiciency and robustness.
Rutherford, Thomas, "Implementational Issues and Computational Performance Solving Applied General Equilibrium Models with SLCP" (1987). Cowles Foundation Discussion Papers. 1080.