optimisation of a vector

Problems with modeling
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kessel
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optimisation of a vector

Post by kessel » 1 week ago

Dear All,

I have three banks that I need to maximize their payoffs simultaneously subject to some constraints and I am wondering how to do that in GAMS. In other words how do I write the codes so that the objective function produces three set of results (payoffs)

Regards,
Kessel

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Renger
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Re: optimisation of a vector

Post by Renger » 5 days ago

Hi Kessel
You could try to write it as a MCP problem (see the documentation of the PATH solver for more information).
Cheers
Renger

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