Case Studies in Complementarity: Improving Model Formulation

Abstract

Over the past several years, many practitioners have been formulating nonlinear variational inequalities as mixed complementarity problems within modeling languages such as GAMS and AMPL. Sometimes the models generated are poorly specified, either because the function is undefined near the solution or the problem is ill-conditioned or singular. In this paper, we look at information provided by the PATH solver about the model that can be used to identify problem areas and improve formulation. Descriptions and uses of the data provided are detailed via several case studies.