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Can I read Complementarity problems in GAMS and the PATH solver on EtoBox?
Complementarity problems in GAMS and the PATH solver by Michael C. Ferris; Todd S. Munson is a Economics, Econometrics and Finance article available to read on EtoBox.
What is Complementarity problems in GAMS and the PATH solver about?
A fundamental mathematical problem is to "nd 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 the GAMS modeling language and provide details about the PATH solver, a generalization of Newton's method, for "nding 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.
Who reads Complementarity problems in GAMS and the PATH solver?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Michael C. Ferris; Todd S. Munson
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0165-1889)
- Published
- 2000
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)