Browsing Math Prog Technical Reports by Author "Dirkse, Steven"

Now showing items 1-3 of 3

    • The GAMS Callable Program Library for Variational and Complementarity Solvers 

      Preckel, Paul; Ferris, Michael; Dirkse, Steven (1994-07-19)
      The GAMS modeling language has recently been extended to enable the formulation of Mixed Complementarity Problems (MCP). The GAMS Callable Program Library (CPLIB) is a set of Fort ran subroutines developed as an extension ...

    • A Pathsearch Damped Newton Method for Computing General Equilibria 

      Dirkse, Steven (1994-04)
      Computable general equilibrium models and other types of variational inequalities play a key role in computational economics. This paper describes the design and implementation of a pathsearch-damped Newton method for ...

    • ROBUST SOLUTION OF MIXED COMPLEMENTARITY PROBLEMS 

      Dirkse, Steven (1994)
      This thesis is concerned with algorithms and software for the solution of the Mixed Complementarity Problem, or MCP. The MCP formulation is useful for expressing systems of nonlinear inequalities and equations; the ...