On 14-10-2013, at 18:46, "Maxwell, John McFarland" <jmmaxw...@wsu.edu> wrote:
> Thanks for the response! The specific type of MCP I'm trying to solve is a > square system of nonlinear equations with complementarity conditions (a > computable general equilibrium model for predicting economic outcomes). The > PATH solver in GAMS would certainly work for it, however as I don't have > consistent access to GAMS or the PATH solver, I was hoping to find a way to > run the model in R. I think the BB package could handle a system of nonlinear > equations, but I'm not sure about the complementarity aspect. Is there a > package that you know of that can do this? > Besides BB, there is also package nleqslv which may be more suitable (it has Newton and Broyden solvers)(depending on the size of your system). You could try a Fischer-Burmeister approach for the complementarity equations. You'ld have to do some searching on the internet to find how to do that. Berend > Thanks again, > > JM > > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Hans W Borchers > Sent: Saturday, October 12, 2013 11:32 PM > To: r-h...@stat.math.ethz.ch > Subject: Re: [R] MCP solver > > Maxwell, John McFarland <jmmaxwell <at> wsu.edu> writes: > >> Hello, >> >> I'm trying to find a solver that will work for the mixed >> complementarity problem (MCP). I've searched the CRAN task view page >> on optimization and mathematical programming as well as many google searches >> to no avail. >> Does anyone know if there is an MCP solver available for R? >> >> Thanks very much, >> >> JM > > The problem class of 'mixed complementary problems' is quite big and > encompasses difficult optimization problems such as nonlinear systems of > equations, nonlinear optimization problems, or optimization with equality > constraints, among others. > > There is no solver or package in R that will solve 'mixed complementary > problems' in general. Perhaps your problem can be cast into a more > specialized form that is accessible to one of the available solvers. > Otherwise, GAMS has its own module for solving MCP problems. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
