  We propose a new methodology to compute equilibria for general equilibrium
problems on exchange economies with real financial markets, home-production,
and retention. We demonstrate that equilibrium prices can be determined by
solving a related maxinf-optimization problem. We incorporate the non-arbitrage
condition for financial markets into the equilibrium formulation and establish
the equivalence between solutions to both problems. This reduces the complexity
of the original by eliminating the need to directly compute financial contract
prices, allowing us to calculate equilibria even in cases of incomplete
financial markets.
  We also introduce a Walrasian bifunction that captures the imbalances and
show that maxinf-points of this function correspond to equilibrium points.
Moreover, we demonstrate that every equilibrium point can be approximated by a
limit of maxinf points for a family of perturbed problems, by relying on the
notion of lopsided convergence.
  Finally, we propose an augmented Walrasian algorithm and present numerical
examples to illustrate the effectiveness of this approach. Our methodology
allows for efficient calculation of equilibria in a variety of exchange
economies and has potential applications in finance and economics.

Optimization and Control;General Economics;Economics