Complementarity Problems: Examples and Preprocessing - Gams
Complementarity Problems: Examples and Preprocessing - Gams
Complementarity Problems: Examples and Preprocessing - Gams
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Second Order Information<br />
• GAMS provides first order derivatives<br />
• MCP is formulated in GAMS with explicit<br />
first derivatives<br />
– GAMS provides second order derivatives<br />
• Alternatively, PATHNLP: AMPL <strong>and</strong> GAMS<br />
provide second order derivatives to solvers<br />
allowing direct implementation
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