Expressing Complementarity Problems in an Algebraic Modeling Language and Communicating Them to Solvers

DOI10.1137/S105262349833338XzbMath0997.90087MaRDI QIDQ4702319

Michael C. Ferris, David M. Gay, Robert Fourer

Publication date: 24 November 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

optimizationcomplementarityalgebraic modeling languages

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

A pivoting algorithm for linear programming with linear complementarity constraints, The AMPL Modeling Language: An Aid to Formulating and Solving Optimization Problems, Solving mathematical programs with complementarity constraints as nonlinear programs, Solving equilibrium problems using extended mathematical programming, TACO: a toolkit for AMPL control optimization, Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Uses Software

• AMPL
• LINDO
• AIMMS
• LINGO
• GAMS
• PATH Solver