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• W2078552451 abstract "A fundamental mathematical problem is to find a solution to a square system of nonlinear equations. There are many methods to approach this problem, the most famous of which is Newton's method. In this paper, we describe a generalization of this problem, the complementarity problem. We show how such problems are modeled within the GAMS modeling language and provide details about the PATH solver, a generalization of Newton's method, for finding a solution. While the modeling format is applicable in many disciplines, we draw the examples in this paper from an economic background. Finally, some extensions of the modeling format and the solver are described." @default.
• W2078552451 created "2016-06-24" @default.
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• W2078552451 date "2000-02-01" @default.
• W2078552451 modified "2023-10-11" @default.
• W2078552451 title "Complementarity problems in GAMS and the PATH solver" @default.
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• W2078552451 doi "https://doi.org/10.1016/s0165-1889(98)00092-x" @default.
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