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Modeling and solution environments for MPEC: GAMS \(\&\) MATLAB. (English) Zbl 0927.65082
Fukushima, Masao (ed.) et al., Reformulation: nonsmooth, piecewise smooth, semismooth and smoothing methods. Session in the 16th international symposium on Mathematical programming (ismp97) held at Lausanne EPFL, Switzerland, August 24–29, 1997. Boston: Kluwer Academic Publishers. Appl. Optim. 22, 127-147 (1999).
Summary: We describe several new tools for modelling mathematical program with equilibrium constraint (MPEC) problems that are built around the introduction of an MPEC model type into the GAMS language. We develop subroutines that allow such models to be communicated directly to MPEC solvers. This library of interface routines, written in the C language, provides algorithmic developers with access to relevant problem data, including for example, function and Jacobian evaluations. A MATLAB interface to the GAMS MPEC model type has been designed using the interface routines. Existing MPEC models from the literature have been written in GAMS, and computational results are given that were obtained using all the tools described.
For the entire collection see [Zbl 0909.00046].

MSC:
65K05 Numerical mathematical programming methods
65K10 Numerical optimization and variational techniques
49J40 Variational inequalities
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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