Modeling Mathematical Programs with Equilibrium Constraints in Pyomo
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.
- Publication Date:
- OSTI Identifier:
- Report Number(s):
- DOE Contract Number:
- Resource Type:
- Technical Report
- Research Org:
- Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
- Sponsoring Org:
- USDOE National Nuclear Security Administration (NNSA)
- Country of Publication:
- United States
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