Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...

tel-00703797, version 2 - 7 Jun 2012
Chapitre 3. Calcul d’équilibre de Nash généralisé
3.5.2 Numerical results
Fct. call Jac. call Time x ⋆ 1 x ⋆ 2 λ ⋆ 1 λ ⋆ 1 ||F (z ⋆ )|| Code
Newton - GLS 14 6 0.003 71 5
Newton - QLS 9 6 0.003 71 6
Newton - PTR 38 17 0.005 2 -2 1e-25 160 1.4e-11 1
Newton - DTR 34 16 0.052 2 -2 -3.4e-29 160 4.7e-29 1
Broyden - GLS 1866 4 0.079 1 4.1e-18 512 6 7e-13 1
Broyden - QLS 93 4 0.005 71 5
Broyden - PTR 21 2 0.002 1 -7.6e-15 512 6 1.3e-11 1
Broyden - DTR 21 2 0.003 1 -4.6e-15 512 6 2.3e-12 1
LM min - GLS 33 33 0.023 4.9e-07 3
LM adaptive 18 9 0.006 -2 3 8 -3.9e-14 3.3e-11 1
Mod. CE Newton 1782 158 0.295 2500 6
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Table 3.4: Results with starting point (5, 5, 0, 0) and φ∧
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