.png){kind=icon}
返回
Solving equilibrium problems using extended mathematical programming
.png){kind=icon}
OA
AI
DOI：10.1007/s12532-019-00156-4.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and (quasi-) variational inequalities, and computing solutions of them from modeling languages. We define a new set of constructs with which users annotate variables and equations of the model to describe equilibrium and variational problems. Our constructs enable a natural translation of the model from one formulation to another more computationally tractable form without requiring the modeler to supply derivatives. In the context of many independent agents in the equilibrium, we facilitate expression of sophisticated structures such as shared constraints and additional constraints on their solutions. We define shared variables and demonstrate their uses for sparse reformulation, economic equilibrium problems sharing economic states, mixed pricing behavior of agents, and so on. We give some equilibrium and variational examples from the literature and describe how to formulate them using our framework. Experimental results comparing performance of various complementarity formulations for shared variables are provided. Our framework has been implemented and is available within GAMS/EMP.
Keyword:
Equilibrium programming
Nash equilibrium problems
Quasi-variational inequalities
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
3.6
论文数:
198
被引数:
1.9K
机构
引用论文
E.p.r. and optical absorption of Mn2+ ions in ternary K2SO4 − Na2SO4-ZnSO4 glassesE.p.r.和Mn2+离子在三元K2SO4-Na2SO4-ZnSO4玻璃中的光学吸收
PREAI
分享收藏The Challenge of Timely, Responsive and Rigorous Ethics Review of Disaster Research: Views of Research Ethics Committee Members.png)
PLOS ONEOAAI
PLOS ONEIF0
OAAI分享收藏分享收藏Introducing 2-(2-carboxyphenoxy)terephthalic acid as a new versatile building block for design of diverse coordination polymers: synthesis, structural features, luminescence sensing, and magnetismCrystEngComm
CrystEngCommIF0
PREAI
分享收藏
查看更多内容