MacEPEC

From Svenleyffer
Revision as of 15:11, 5 March 2009 by Leyffer (talk | contribs) (New page: This page contains [http://www-unix.mcs.anl.gov/~leyffer/ Sven] and [http://www-unix.mcs.anl.gov/~tmunson/ Todd]'s small collection or equilibrium problems with equilibrium constraints (E...)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

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:

  1. 2006-04-27: corrected mistake in outrata4-GS/outrata4-GJ objective definition (now 10*y[4]^2)
  2. 2006-08-23: added data electric-004.dat which is a better conditioned example than electric-003.

electricity a set of problems arising in the modeling of electricity markets.

AllFirms.mod runs using electric-GJ.com for Gauss-Jacobi and electric-GS.com for Gauss-Seidel [electric-MPEC.mod
electric-MPEC.mod]Â [electric-NCP.mod
electric-NCP.mod]Â [electric-NCPa.mod
electric-NCPa.mod]Â [electric-NCPt.mod
electric-NCPt.mod] runs using solve-NCPt.com [electric-NLP.mod
electric-NLP.mod]Â [electric-PC.mod
electric-PC.mod]Â
electric-PCa.mod

There are three data files for different networks:

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.jpg 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

EPEC-GJ.mod runs using solve-GJ.com
[EPEC-GS.mod EPEC.GS.mod] runs using solve-GS.com [EPEC-MPEC.mod
EPEC-MPEC.mod]Â [EPEC-NCP.mod
EPEC-NCP.mod]Â [EPEC-NCPa.mod
EPEC-NCPa.mod]Â [EPEC-NCPt.mod
EPEC-NCPt.mod] runs using solve-t.com [EPEC-NLP.mod
EPEC-NLP.mod]Â [EPEC-PC.mod
EPEC-PC.mod]Â
EPEC-PCa.mod

Sample data files are in three groups (different sizes):

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-GJ.mod
][ex-001-GS.mod ex-001.GS.mod]Â [ex-001-MPEC.mod
ex-001-MPEC.mod]Â [ex-001-NCP.mod
ex-001-NCP.mod]Â [ex-001-NCPa.mod
ex-001-NCPa.mod]Â [ex-001-NCPt.mod
ex-001-NCPt.mod]Â [ex-001-NLP.mod
ex-001-NLP.mod]Â [ex-001-PC.mod
ex-001-PC.mod]Â
ex-001-PCa.mod

ex-4 small EPEC from Fukushima and Pang which does not have a solution.

[ex-4-GJ.mod ex-4-GJ.mod
][ex-4-GS.mod ex-4.GS.mod]Â [ex-4-MPEC.mod
ex-4-MPEC.mod]Â [ex-4-NCP.mod
ex-4-NCP.mod]Â [ex-4-NCPa.mod
ex-4-NCPa.mod]Â [ex-4-NCPt.mod
ex-4-NCPt.mod]Â [ex-4-NLP.mod
ex-4-NLP.mod]Â [ex-4-PC.mod
ex-4-PC.mod]Â
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-GJ.mod
][outrata3-GS.mod outrata3.GS.mod]Â [outrata3-MPEC.mod
outrata3-MPEC.mod]Â [outrata3-NCP.mod
outrata3-NCP.mod]Â [outrata3-NCPa.mod
outrata3-NCPa.mod]Â [outrata3-NCPt.mod
outrata3-NCPt.mod]Â [outrata3-NLP.mod
outrata3-NLP.mod]Â [outrata3-PC.mod
outrata3-PC.mod]Â
outrata3-PCa.mod

outrata4 is derived from outrata3 so that a price-consistent solution to this model exists.

[outrata4-GJ.mod outrata4-GJ.mod
][outrata4-GS.mod outrata4.GS.mod] [outrata4-MPEC.mod
outrata4-MPEC.mod]Â [outrata4-NCP.mod
outrata4-NCP.mod]Â [outrata4-NCPa.mod
outrata4-NCPa.mod]Â [outrata4-NCPt.mod
outrata4-NCPt.mod]Â [outrata4-NLP.mod
outrata4-NLP.mod]Â [outrata4-PC.mod
outrata4-PC.mod]Â
outrata4-PCa.mod

Retrieved from "http:/// /leyffer/index.php?title=MacEPEC&oldid=187"