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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。
Abstract：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 Scarf 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.
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基本信息:
DOI：10.19343/j.cnki.11-1302/c.2009.08.015
中图分类号:F224
引用信息:
[1]李丽,陈迅,邵兵家.CGE模型求解算法研究评述[J].统计研究,2009,26(08):89-94.DOI:10.19343/j.cnki.11-1302/c.2009.08.015.
基金信息:
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)
2009-08-15
2009-08-15