MCP requires some nonlinear functionality; seems not really close to what
GLPK can do.

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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
[email protected]
http://amsterdamoptimization.com
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On Thu, Jan 17, 2013 at 3:43 PM, Robbie Morrison <[email protected]>wrote:

>
> 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) : [email protected]
> Webmail (preferred)           : [email protected]
> [from Webmail client]
>
>
>
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