AMPL Collection of Equlibrium Problems with Equilibrium Constraints
This page contains Sven and Todd's small collection or equilibrium problems with equilibrium constraints (EPECs). All models are written in AMPL. Each model has several formulations that are distinguished by their filename extensions:| Filename Extension | Formulation Type |
| GJ | Gauss-Jacobi formulation |
| GS | Gauss-Seidel formulation |
| MPEC | minimum multiplier formulation; mathematical program with equlilibrium constraints |
| NCP | nonlinear complementarity problem formulation |
| NCPa | alternative NCP formulation (complementarity between multipliers) |
| NCPt | parametric NCP formulation |
| NLP | elastic mode formulation; minimize complementarity |
| PC | price-consistent (square) NCP formulation |
| PCa | alternative price-consistent (square) NCP formulation |
Updates:
electricity a set of problems arising in the modeling of electricity markets.
There are three data files for different networks:AllFirms.mod runs using electric-GJ.com for Gauss-Jacobi and electric-GS.com for Gauss-Seidel
electric-MPEC.mod
electric-NCP.mod
electric-NCPa.mod
electric-NCPt.mod runs using solve-NCPt.com
electric-NLP.mod
electric-PC.mod
electric-PCa.mod
electric-001.dat a small 3 node infeasible problem
electric-002.dat a small 3 node feasible problem
electric-003.dat derived from an 18 node real example of the PJM market from the eastern United States
electric-004.dat a made up example from the PJM example above that is better conditioned.
epecgen a set of randomly generated EPECs. The random generator is written in matlab, see epecgen.m
Sample data files are in three groups (different sizes):EPEC-GJ.mod runs using solve-GJ.com
EPEC.GS.mod runs using solve-GS.com
EPEC-MPEC.mod
EPEC-NCP.mod
EPEC-NCPa.mod
EPEC-NCPt.mod runs using solve-t.com
EPEC-NLP.mod
EPEC-PC.mod
EPEC-PCa.mod
Size 1: rand-0001.dat rand-0002.dat rand-0003.dat rand-0004.dat rand-0005.dat rand-0006.dat rand-0007.dat rand-0008.dat rand-0009.dat rand-0010.dat
Size 2: rand-0011.dat rand-0012.dat rand-0013.dat rand-0014.dat rand-0015.dat rand-0016.dat rand-0017.dat rand-0018.dat rand-0019.dat rand-0020.dat
Size 2: rand-0021.dat rand-0022.dat rand-0023.dat rand-0024.dat rand-0025.dat rand-0026.dat rand-0027.dat rand-0028.dat rand-0029.dat rand-0030.dat
ex-001 small EPEC for which with a price-consistent formulations exists:
ex-001-GJ.mod
ex-001.GS.mod
ex-001-MPEC.mod
ex-001-NCP.mod
ex-001-NCPa.mod
ex-001-NCPt.mod
ex-001-NLP.mod
ex-001-PC.mod
ex-001-PCa.mod
ex-4 small EPEC from Fukushima and Pang which does not have a solution.
ex-4-GJ.mod
ex-4.GS.mod
ex-4-MPEC.mod
ex-4-NCP.mod
ex-4-NCPa.mod
ex-4-NCPt.mod
ex-4-NLP.mod
ex-4-PC.mod
ex-4-PCa.mod
outrata3 an EPEC generated from the outrata3*.mod MPEC models. The control variables from all leaders enter the lower-level problem by averaging over the leaders. This trick ensures that the EPEC does not separate into individual MPECs. This problem has no solution and illustrates the behavior of the solvers when tackling a problem without solution. All Stackelberg players have the same constraints but different objective functions, so the problem has no price-consistent solution.
outrata3-GJ.mod
outrata3.GS.mod
outrata3-MPEC.mod
outrata3-NCP.mod
outrata3-NCPa.mod
outrata3-NCPt.mod
outrata3-NLP.mod
outrata3-PC.mod
outrata3-PCa.mod
outrata4 is derived from outrata3 so that a price-consistent solution to this model exists.
outrata4-GJ.mod
outrata4.GS.mod
outrata4-MPEC.mod
outrata4-NCP.mod
outrata4-NCPa.mod
outrata4-NCPt.mod
outrata4-NLP.mod
outrata4-PC.mod
outrata4-PCa.mod
Last modified: 08/23/2006 16:10
