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
optimisation of a vector
Re: optimisation of a vector
Hi Kessel
You could try to write it as a MCP problem (see the documentation of the PATH solver for more information).
Cheers
Renger
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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Enjoy modeling even more: Read my blog on modeling at The lazy economist
Enjoy modeling even more: Read my blog on modeling at The lazy economist