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dc.contributor.authorFerris, Michael C.
dc.contributor.authorMunson, Todd S.
dc.description.abstractA fundamental mathematical problem is to find a solution to a square system of nonlinear equations. There are many methods to approach this problem, the most famous of which is Newton's method. In this paper, we describe a generalization of this problem, the complementarity problem. We show how such problems are modeled within GAMS modeling language and provide details about the PATH solver, a generalization of Newton's method, for finding a solution. While the modeling format is applicable in many disciplines, we draw the examples in this paper from an economic background. Finally, some extensions of the modeling format and the solver are described.en
dc.subjectvariational inequalitiesen
dc.subjectcomplementarity problemsen
dc.titleComplementarity Problems in GAMS and the PATH Solveren
dc.typeTechnical Reporten

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  • Math Prog Technical Reports
    Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison

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