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Solver Manual (pdf) - Gams

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698 MILES<br />

N.H. Josephy, ”Newton’s method for generalized equations”, Technical Summary Report #1965, Mathematical Research<br />

Center, University of Wisconsin - Madison (1979).<br />

I. Kaneko, ”A linear complementarity problem with an n by 2n ’P’- matrix”, Mathematical Programming Study 7, pp.<br />

120-141, (1978).<br />

C.E. Lemke ”Bimatrix equilibrium points and mathematical programming”, Management Science 11, pp. 681-689, (1965).<br />

L. Mathiesen, ”Computation of economic equilibria by a sequence of linear complementarity problems”, Mathematical<br />

Programming Study 23 (1985).<br />

P.V. Preckel, ”NCPLU Version 2.0 User’s Guide”, Working Paper, Department of Agricultural Economics, Purdue University,<br />

(1987).<br />

W.H. Press, B.P.Flannery, S.A. Teukolsky, W.T. Vetterling ”Numerical Recipes: The Art of Scientific Computing”, Cambridge<br />

University Press (1986).<br />

J.M. Ortega and W.C. Rheinboldt, ”Iterative Solution of Nonlinear Equations in Several Variables”, Academic Press (1970).<br />

S.M. Robinson, ”A quadratically-convergent algorithm for general nonlinear programming problems”, Mathematical Programming<br />

Study 3 (1975).<br />

T.F. Rutherford ”Extensions of GAMS for variational and complementarity problems with applications in economic equilibrium<br />

analysis”, Working Paper 92-7, Department of Economics, University of Colorado (1992a).<br />

T.F. Rutherford ”Applied general equilibrium modeling using MPS/GE as a GAMS subsystem”, Working Paper 92-15,<br />

Department of Economics, University of Colorado (1992b).

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