Modeling Mathematical Programs with Equilibrium Constraints in Pyomo.

摘要

We describe new capabilities for modeling MPEC problems within the Pyomo modeling software. These capabilities include new modeling components that represent complementarity conditions, modeling transformations for re-expressing models with complementarity conditions 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 capabilities for MPEC problems, and we describe how Pyomo's meta-solvers can perform local and global optimization of MPEC problems.