A restarted primal-dual method with a per-buyer bisection inner solve, run on GPUs, computes Fisher equilibria at ten-million-buyer scale and extends to Arrow-Debreu markets via fixed-point iteration.
The Review of Economic Studies86(1), 81–116 (2019)
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PDHCG: A Scalable First-Order Method for Large-Scale Competitive Market Equilibrium Computation
A restarted primal-dual method with a per-buyer bisection inner solve, run on GPUs, computes Fisher equilibria at ten-million-buyer scale and extends to Arrow-Debreu markets via fixed-point iteration.