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Title: 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.
Authors:
 [1] ;  [1]
  1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Publication Date:
OSTI Identifier:
1195764
Report Number(s):
SAND2015--5584
594970
DOE Contract Number:
AC04-94AL85000
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
Language:
English