# Modeling Mathematical Programs with Equilibrium Constraints in Pyomo

## Abstract

We describe new capabilities for modeling MPEC problems within the Pyomo modeling software. These capabilities include new modeling components that represent complementar- ity conditions, modeling transformations for re-expressing models with complementarity con- ditions in other forms, and meta-solvers that apply transformations and numeric optimization solvers to optimize MPEC problems. We illustrate the breadth of Pyomo's modeling capabil- ities for MPEC problems, and we describe how Pyomo's meta-solvers can perform local and global optimization of MPEC problems.

- Authors:

- Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

- Publication Date:

- Research Org.:
- Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

- Sponsoring Org.:
- USDOE National Nuclear Security Administration (NNSA)

- OSTI Identifier:
- 1195764

- Report Number(s):
- SAND2015-5584

594970

- DOE Contract Number:
- AC04-94AL85000

- Resource Type:
- Technical Report

- Country of Publication:
- United States

- Language:
- English

### Citation Formats

```
Hart, William E., and Siirola, John Daniel.
```*Modeling Mathematical Programs with Equilibrium Constraints in Pyomo*. United States: N. p., 2015.
Web. doi:10.2172/1195764.

```
Hart, William E., & Siirola, John Daniel.
```*Modeling Mathematical Programs with Equilibrium Constraints in Pyomo*. United States. doi:10.2172/1195764.

```
Hart, William E., and Siirola, John Daniel. Wed .
"Modeling Mathematical Programs with Equilibrium Constraints in Pyomo". United States.
doi:10.2172/1195764. https://www.osti.gov/servlets/purl/1195764.
```

```
@article{osti_1195764,
```

title = {Modeling Mathematical Programs with Equilibrium Constraints in Pyomo},

author = {Hart, William E. and Siirola, John Daniel},

abstractNote = {We describe new capabilities for modeling MPEC problems within the Pyomo modeling software. These capabilities include new modeling components that represent complementar- ity conditions, modeling transformations for re-expressing models with complementarity con- ditions in other forms, and meta-solvers that apply transformations and numeric optimization solvers to optimize MPEC problems. We illustrate the breadth of Pyomo's modeling capabil- ities for MPEC problems, and we describe how Pyomo's meta-solvers can perform local and global optimization of MPEC problems.},

doi = {10.2172/1195764},

journal = {},

number = ,

volume = ,

place = {United States},

year = {Wed Jul 01 00:00:00 EDT 2015},

month = {Wed Jul 01 00:00:00 EDT 2015}

}

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