- Full text PDF available (16)
The paper describes a new computerized collection of test models for mixed-integer nonlinear programming. Since there is no standard format for nonlinear models, the model collection is augmented with a translation server that can transform the models from their basic GAMS format into a number of other formats such as AMPL, BARON, LINGO, and MINOPT. The… (More)
Constrained optimization has been extensively used to solve many large scale deterministic problems arising in economics, including, for example, square systems of equations and nonlinear programs. A separate set of models have been generated more recently, using comple-mentarity to model various phenomena, particularly in general equilib-ria. The unifying… (More)
Extended mathematical programs are collections of functions and variables joined together using specific optimization and complementarity primitives. This paper outlines a mechanism to describe such an extended mathematical program by means of annotating the existing relationships within a model to facilitate higher level structure identification. The… (More)
We describe a framework for modeling optimization problems for solution on a grid computer. The framework is easy to adapt to multiple grid engines, and can seamlessly integrate evolving mechanisms from particular computing platforms. It facilitates the widely used master/worker model of computing and is shown to be exible and powerful enough for a large… (More)
GAMS Development and ARKI Consulting use Quality Assurance (QA) as an integral part of their software development and software publishing process. Research and development in the global optimization area has resulted in promising implementations. Initiated by customer demand, we have been adding three different global codes, BARON, LGO, and OQNLP, to our… (More)
This note considers alternative methods for computing Wadropian (traffic network) equilibria using a multicommodity formulation in nonlinear program and complementarity formats. These methods compute exact equilibria, they are efficient and they can be implemented with standard modeling software.