PATH Solver

Several new interfaces have recently been developed requiring PATH to solve a mixed complementarity problem. To overcome the necessity of maintaining a different version of PATH for each interface, the code was recognized using object-oriented design techniques. At the same time, robustness issues were considered and enhancement made to the algorithm. In this paper, we document the external interfaces to the PATH code and describe some of the new utilities using PATH. We then discuss the enhancements made and compare the results obtained from PATH 2.9 the new version.

References in zbMATH (referenced in 181 articles , 2 standard articles )

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  1. Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B.: Two-stage stochastic variational inequalities: an ERM-solution procedure (2017)
  2. Egging, Ruud; Pichler, Alois; Kalvø, Øyvind Iversen; Meyer Walle-Hansen, Thomas: Risk aversion in imperfect natural gas markets (2017)
  3. Heemels, W. P. M. H.; Sessa, V.; Vasca, F.; Camlibel, M. K.: Computation of periodic solutions in maximal monotone dynamical systems with guaranteed consistency (2017)
  4. Ji, Ying; Qu, Shaojian; Yu, Zhensheng: A new method for solving multiobjective bilevel programs (2017)
  5. Kanaujiya, Ankur; Chakrabarty, Siddhartha P.: Pricing and estimates of Greeks for passport option: A three time level approach (2017)
  6. Kanaujiya, Ankur; Chakrabarty, Siddhartha P.: Pricing European passport option with radial basis function (2017)
  7. Robson, Edward N.; Dixit, Vinayak V.: A general equilibrium framework for integrated assessment of transport and economic impacts (2017)
  8. Singh, Vikas Vikram; Jouini, Oualid; Lisser, Abdel: Solving chance-constrained games using complementarity problems (2017)
  9. Chi, Xiaoni; Wei, Hongjin; Feng, Yuqiang; Chen, Jiawei: Variational inequality formulation of circular cone eigenvalue complementarity problems (2016)
  10. Downward, Anthony; Young, David; Zakeri, Golbon: Electricity retail contracting under risk-aversion (2016)
  11. Jiang, Hao; Shanbhag, Uday V.: On the solution of stochastic optimization and variational problems in imperfect information regimes (2016)
  12. Kanno, Yoshihiro: A fast first-order optimization approach to elastoplastic analysis of skeletal structures (2016)
  13. Latorre, Vittorio; Sagratella, Simone: A canonical duality approach for the solution of affine quasi-variational inequalities (2016)
  14. Luna, Juan Pablo; Sagastizábal, Claudia; Solodov, Mikhail: An approximation scheme for a class of risk-averse stochastic equilibrium problems (2016)
  15. Outrata, Jiří V.; Ferris, Michael C.; Červinka, Michal; Outrata, Michal: On Cournot-Nash-Walras equilibria and their computation (2016)
  16. Philpott, Andy; Ferris, Michael; Wets, Roger: Equilibrium, uncertainty and risk in hydro-thermal electricity systems (2016)
  17. Sagratella, Simone: Computing all solutions of Nash equilibrium problems with discrete strategy sets (2016)
  18. Sessa, Valentina; Iannelli, Luigi; Vasca, Francesco; Acary, Vincent: A complementarity approach for the computation of periodic oscillations in piecewise linear systems (2016)
  19. Zhang, Yan; Sahinidis, Nikolaos V.: Global optimization of mathematical programs with complementarity constraints and application to clean energy deployment (2016)
  20. Adly, Samir; Rammal, Hadia: A new method for solving second-order cone eigenvalue complementarity problems (2015)

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