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[Help-glpk] MCP model translator and solver
From: |
Robbie Morrison |
Subject: |
[Help-glpk] MCP model translator and solver |
Date: |
Fri, 18 Jan 2013 09:43:52 +1300 |
User-agent: |
SquirrelMail/1.4.22 |
Hello all
I have recently been talking to economists who
solve MCPs (mixed-complementarity problems) to
find equilibria in simplified markets under
strategic behavior. GAMS supports MCPs -- indeed
their use may have been a driving force behind its
development.
A GPL'ed MCP solver is now available, written in
Matlab/Octave (Schmelzer 2012). But no open model
translators, as far as I am aware.
Is the development of an MCP translator and solver
something that could be usefully tacked by GLPK?
Something for the roadmap? Mostly thinking out
aloud here.
I should add that their seems to be a lot of
interest in Nash-Cournot models and such for
analysing and trying to understand electricity
markets.
REFERENCES
Schmelzer, Stefan. 2012. COMPASS : a free
solver for mixed complementarity problems --
Diplomarbeit. Universität Wien, Austria.
http://www.mat.univie.ac.at/~neum/software/compass/COMPASS.html
http://www.mat.univie.ac.at/~neum/software/compass/schmelzerDA.pdf
Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
Webmail (preferred) : address@hidden
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- [Help-glpk] MCP model translator and solver,
Robbie Morrison <=