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optimisation of a vector

Posted: Thu Feb 08, 2018 3:13 pm
by kessel
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

Re: optimisation of a vector

Posted: Tue Feb 13, 2018 9:25 am
by Renger
Hi Kessel
You could try to write it as a MCP problem (see the documentation of the PATH solver for more information).
Cheers
Renger

Re: optimisation of a vector

Posted: Thu Feb 22, 2018 5:06 pm
by kessel
Renger wrote:
1 year 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
Thanks - will try