PATH, NLP2MCP and Economic Applications of Complementarity

Michael C. Ferris - University of Wisconsin

We give an overview of recent enhancements to the PATH software for solving mixed complementarity problems (MCP) derived from problems in economics. Included in the applications problems are a variety of MPSGE models and nonlinear programs representing dynamic equilibria. The use of the NLP2MCP program in conjunction with nonlinear programs formulated in GAMS, and the new presolving techniques of PATH will be highlighted in the context of these applications.

Scheduled for Session 3.7 Computation And Economic Theory - II