I am trying to use Path to solve a nonlinear complementarity problem which arises from a stochastic equilibrium problem, unfortunately it does not generate a solution, please see the attached for the problem sheet and the code.
This is my first time to use PATH to solve an NCP and I am unsure whether the code is correct or not. I would be grateful if you could let me know where the problem is.
Many thanks
Shaoyan
Path solver problem
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Path solver problem
- Attachments
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- code0802.txt
- GAMS CODE
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- question.pdf
- Problem description
- (91.94 KiB) Downloaded 291 times