Comments (3)
Thanks for your interest in this package. I've tagged a release of ReSHOP which removed the old install method and only used a jll.
EMP.jl has not been updated to a few breaking changes in the Julia ecosystem.
Unfortunately, it's time-consuming to provide fixes with no real gains.
I hope to come back to updating this package soon.
Note that the package is not registered, reflecting on the beta-status
What capabilities are you interested in?
from emp.jl.
I can now install it, but as you said it is still broken due to changes in JuMP/MOI.
For me, the most important capability is to be able to derive the KKT conditions of multiple NLPs and construct an EPEC that is suitable to a solver like PATH to search for an equilibrium. Unfortunately, I could only find EMP.jl to do it "easily". Thanks a lot for your effort and I hope that JuMP/MOI become more stable, decreasing the burden on package matainance.
from emp.jl.
EPECs (Nash equilibrium problem with individual agents being bilevel/MPEC) are challenging. They cannot be solved by PATH directly. One strategy would be to use NLPEC to reformulate each bilevel/MPEC problem into an NLP. This yields a (parametric) MOPEC and PATH can be used to solved it. By solving a sequence of MOPEC, where the parameters introduced by NLPEC are driven towards appropriate values, one can find a "solution" to the EPEC.
A cursory look at https://www.gams.com/38/docs/S_JAMS.html#EMP_EMPINFO_FILE_DETAILS seems to indicate that this is not currently possible in GAMS. Do you have a GAMS model of the EPEC to be solved?
If each individual agent is an NLP, then this constitute a NEP or MOPEC. Then, this would be much easier to solve as one just needs to stack all KKT systems together and solve the resulting MCP/VI. In that case this package could be considered (once fixed)
from emp.jl.
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from emp.jl.