Mathematical Programs with Equilibrium Constraints
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This chapter documents how to formulate mathematical programs with equilibrium constraints (MPECs), which naturally arise in a wide range of engineering and economic systems. We describe Pyomo components for complementarity conditions, and transformation capabilities that automate the reformulation of MPEC models, and meta-solvers that leverage these transformations to support global and local optimization of MPEC models.
KeywordsMathematical Program Sequential Quadratic Programming Nonlinear Transformation Equilibrium Constraint Complementarity Condition
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