Extended mathematical programming (EMP) framework for equilibrium programming

This page introduces an extended mathematical programming (EMP) framework for equilibrium programming in modeling languages such as AMPL, GAMS, or Julia. By equilibrium programming, we mean specifying and solving generalized Nash equilibrium problems (GNEP), multiple optimization problems with equilibrium constraints (MOPEC), or quasi-variational inequalities (QVI) in modeling languages.

Papers

Implementation

Examples in the papers

For each example, the first file uses the original EMP syntax, and the next one uses EMP/Set syntax. To use the EMP/Set syntax, follow the instructions above.

More examples

Equilibrium examples

QVI examples

Examples below were taken from the following paper: Francisco Facchinei, Christian Kanzow, and Simone Sagratella: QVILIB: A library of quasi-variational inequality test problems. Pacific Journal of Optimization 9(2), 225-250 (2013)