Anyone calculating Nash or Wardrop equilibria in Haskell?
Steffen Mazanek
Steffen.Mazanek@UniBw-Muenchen.de
28 Feb 2003 13:35:29 +0000
Hello.
Haskells declarativity is really useful to transform
mathematical models into data types and algorithms.
In the context of a seminary I have dealt with
equilibria concepts (especially Nash and Wardrop equilibrium)
in loss networks.
(based on "Non-cooperative routing in loss networks" by Altman et al.)
Thereby I have noticed that some algorithms
are very easy to implement in Haskell, e.g. the state space
or the blocking probability. Surely these algorithms are not
efficient, they should just do their jobs.
On the other hand there are algorithms, too, which appear
to be really hard and long winded to implement, e.g. the
equilibria by itself.
My question:
Is there an elegant way of programming a numerical solver of
problems like "given the conditions ... find a solution which
minimizes/maximizes the following function ...".
Presumably there is no such "way" in general, but maybe
someone can give a hint, how to tackle these kinds of problems.
Or maybe there are some libraries doing this job.
Thanks in advance and best greetings.
Steffen Mazanek