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? See the R-forge page: "Optimization and solving packages" (http://r-forge.r-project.org/R/?group_id=395). There is an R package GNE for "Computation of generalized Nash equilibria". It might be able to handle MCP problems. Apparently the package has not been maintained/updated since february 2013. It doesn't seem to build correctly in its current state. You would have to contact the maintainer C. Dutang (see page http://r-forge.r-project.org/projects/optimizer/) for further information. Berend Hasselman ______________________________________________ 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.
