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Algorithms for LCPs, NCPs and VIs

In: Complementarity Modeling in Energy Markets

Author

Listed:
  • Steven A. Gabriel

    (University of Maryland)

  • Antonio J. Conejo

    (University of Castilla – La Mancha)

  • J. David Fuller

    (University of Waterloo)

  • Benjamin F. Hobbs

    (The Johns Hopkins University)

  • Carlos Ruiz

    (European Foundation for New Energy – EDF École Centrale Paris and Supélec)

Abstract

This chapter presents some of the key ideas in various algorithms that are used to solve some of the basic equilibrium models, namely, models in the form of the linear complementarity problem (LCP), the nonlinear complementarity problem (NCP) and the variational inequality (VI) problem. We explain the main ideas of the algorithms, but avoid detailed discussions or proofs of important mathematical issues such as the conditions under which an algorithm is guaranteed to converge.

Suggested Citation

  • Steven A. Gabriel & Antonio J. Conejo & J. David Fuller & Benjamin F. Hobbs & Carlos Ruiz, 2013. "Algorithms for LCPs, NCPs and VIs," International Series in Operations Research & Management Science, in: Complementarity Modeling in Energy Markets, edition 127, chapter 0, pages 323-384, Springer.
    • Handle: RePEc:spr:isochp:978-1-4419-6123-5_8
    DOI: 10.1007/978-1-4419-6123-5_8
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