Complementarity problems in GAMS and the PATH solver
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Publication:1605705
DOI10.1016/S0165-1889(98)00092-XzbMATH Open1002.90070MaRDI QIDQ1605705FDOQ1605705
Authors: Michael C. Ferris, Todd S. Munson 
Publication date: 23 July 2002
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cites Work
- Interfaces to PATH 3.0: Design, implementation and usage
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- Newton's method for a class of nonsmooth functions
- The watchdog technique for forcing convergence in algorithms for constrained optimization
- A numerical approach to optimization problems with variational inequality constraints
- Nonmonotone stabilization methods for nonlinear equations
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- Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search
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Cited In (42)
- A game of international climate policy solved by a homogeneous oracle-based method for variational inequalities
- QUANTITATIVE EVALUATION OF WATER USE BENEFITS-AN INTEGRATIVE MODELING APPROACH FOR THE GREAT BARRIER REEF REGION
- Combining energy networks
- Renewable portfolio standards in the presence of green consumers and emissions trading
- An oracle based method to compute a coupled equilibrium in a model of international climate policy
- Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
- Extension of GAMS for complementarity problems arising in applied economic analysis
- Multimodal transportation flows in energy networks with an application to crude oil markets
- A two-level dynamic game of carbon emission trading between Russia, China, and annex B countries
- Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
- On the solution of stochastic optimization and variational problems in imperfect information regimes
- Solving oligopolistic equilibrium problems with convex optimization
- An accelerated Uzawa method for application to frictionless contact problem
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems
- A fast first-order optimization approach to elastoplastic analysis of skeletal structures
- Risk aversion in imperfect natural gas markets
- A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application
- Using inverse optimization to learn cost functions in generalized Nash games
- Dynamic risked equilibrium
- A general equilibrium framework for integrated assessment of transport and economic impacts
- A direct complementarity approach for the elastoplastic analysis of plane stress and plane strain structures
- The steel industry: a mathematical model under environmental regulations
- Deflation for semismooth equations
- Electricity retail contracting under risk-aversion
- Risk adjusted discounted cash flows in capacity expansion models
- PATH Solver
- On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
- Solving chance-constrained games using complementarity problems
- Modeling overlapping generations in a complementarity format
- A two-level computable equilibrium model to assess the strategic allocation of emission allowances within the European Union
- A new method for solving multiobjective bilevel programs
- New generalized derivatives for solving variational inequalities using the nonsmooth Newton methods
- \textit{GEMINI-E3}, a general equilibrium model of international-national interactions between economy, energy and the environment
- A steady-state game of a net-zero emission climate regime
- A Metamodel of the Oil Game under Climate Treaties
- Title not available (Why is that?)
- An equilibrium model for the cement sector: EU-ETS analysis with power contracts
- Multiple oracle algorithm to solve continuous games
- A projection-based reformulation and decomposition algorithm for global optimization of a class of mixed integer bilevel linear programs
- General equilibrium ecosystem modeling with alternative preference specifications
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- On risk averse competitive equilibrium
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