[R] MCP solver

Berend Hasselman bhh at xs4all.nl
Mon Oct 14 20:14:18 CEST 2013

On 14-10-2013, at 18:46, "Maxwell, John McFarland" <jmmaxwell at 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

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