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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.  Universit├Ąt 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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