| Article ID: | iaor19931372 |
| Country: | Belgium |
| Volume: | 31 |
| Start Page Number: | 85 |
| End Page Number: | 95 |
| Publication Date: | Dec 1991 |
| Journal: | Belgian Journal of Operations Research, Statistics and Computer Science |
| Authors: | Engels J.R. |
| Keywords: | numerical analysis, optimization, simulation |
The paper analyzes methods for solving and optimizing deterministic nonlinear discrete dynamic macro-econometric models. It gives computational results concerning the Belgian model MARIBEL (‘‘Model of Analysis and Rapid Investigation of Belgium’s Economic Aggregate’’). MARIBEL has about 500 nonlinear equations per time period, which leads us to a large scale minimization problem with several thousands of nonlinear constraints.