Mathematical Programs with Equilibrium Constraints
- 5.2k Downloads
This chapter documents how to formulate mathematical programs with equilibrium constraints (MPECs), which naturally arise in a wide range of engineering and economic systems. We describe Pyomo components for complementarity conditions, and transformation capabilities that automate the reformulation of MPEC models, and meta-solvers that leverage these transformations to support global and local optimization of MPEC models.
KeywordsMathematical Program Sequential Quadratic Programming Nonlinear Transformation Equilibrium Constraint Complementarity Condition
Unable to display preview. Download preview PDF.