EPEC solve
Solving Equilibrium Problems with Equilibrium Constraints (EPECs)
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Data Structures | |
class | EPEC |
Class to handle a Nash game between leaders of Stackelberg games. More... | |
struct | EPECAlgorithmParams |
Stores the configuration for EPEC algorithms. More... | |
struct | EPECStatistics |
Stores statistics for a (solved) EPEC instance. More... | |
class | LCP |
Class to handle and solve linear complementarity problems. More... | |
class | MP_Param |
class to handle parameterized mathematical programs(MP) More... | |
class | NashGame |
Class to model Nash-cournot games with each player playing a QP. More... | |
struct | QP_constraints |
struct to handle the constraint params of MP_Param/QP_Param More... | |
struct | QP_objective |
struct to handle the objective params of MP_Param/QP_Param More... | |
class | QP_Param |
Class to handle parameterized quadratic programs(QP) More... | |
Typedefs | |
typedef struct Game::QP_objective | QP_objective |
struct to handle the objective params of MP_Param/QP_Param More... | |
typedef struct Game::QP_constraints | QP_constraints |
struct to handle the constraint params of MP_Param/QP_Param More... | |
Functions | |
bool | isZero (arma::mat M, double tol=1e-6) noexcept |
bool | isZero (arma::sp_mat M, double tol=1e-6) noexcept |
std::ostream & | operator<< (std::ostream &os, const QP_Param &Q) |
std::ostream & | operator<< (std::ostream &ost, const perps &C) |
void | print (const perps &C) noexcept |
arma::vec | LPSolve (const arma::sp_mat &A, const arma::vec &b, const arma::vec &c, int &status, bool Positivity=false) |
unsigned int | ConvexHull (const std::vector< arma::sp_mat *> *Ai, const std::vector< arma::vec *> *bi, arma::sp_mat &A, arma::vec &b, const arma::sp_mat Acom={}, const arma::vec bcom={}) |
void | compConvSize (arma::sp_mat &A, const unsigned int nFinCons, const unsigned int nFinVar, const std::vector< arma::sp_mat *> *Ai, const std::vector< arma::vec *> *bi, const arma::sp_mat &Acom, const arma::vec &bcom) |
typedef struct Game::QP_constraints Game::QP_constraints |
struct to handle the constraint params of MP_Param/QP_Param
Refer QP_Param class for what A, B and b mean.
typedef struct Game::QP_objective Game::QP_objective |
struct to handle the objective params of MP_Param/QP_Param
Refer QP_Param class for what Q, C and c mean.
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strong |
Definition at line 34 of file epecsolve.h.
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strong |
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strong |
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strong |
Enumerator | |
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nashEqNotFound | Instance proved to be infeasible. Set of status in which the solution status of a Game::EPEC can be. |
nashEqFound | Solution found for the instance. |
timeLimit | Time limit reached, nash equilibrium not found. |
numerical | Numerical issues. |
unInitialized | Not started to solve the problem. |
void Game::compConvSize | ( | arma::sp_mat & | A, |
const unsigned int | nFinCons, | ||
const unsigned int | nFinVar, | ||
const std::vector< arma::sp_mat *> * | Ai, | ||
const std::vector< arma::vec *> * | bi, | ||
const arma::sp_mat & | Acom, | ||
const arma::vec & | bcom | ||
) |
unsigned int Game::ConvexHull | ( | const std::vector< arma::sp_mat *> * | Ai, |
const std::vector< arma::vec *> * | bi, | ||
arma::sp_mat & | A, | ||
arma::vec & | b, | ||
const arma::sp_mat | Acom = {} , |
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const arma::vec | bcom = {} |
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noexcept |
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noexcept |
arma::vec Game::LPSolve | ( | const arma::sp_mat & | A, |
const arma::vec & | b, | ||
const arma::vec & | c, | ||
int & | status, | ||
bool | Positivity = false |
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Checks if the polyhedron given by is feasible. If yes, returns the point in the polyhedron that minimizes Positivity can be enforced on the variables easily.
A | The constraint matrix |
b | RHS of the constraint matrix |
c | If feasible, returns a vector that minimizes along this direction |
status | Status of the optimization problem. If optimal, this will be GRB_OPTIMAL |
Positivity | Should be enforced? |
Definition at line 721 of file LCPtoLP.cpp.
std::ostream& Game::operator<< | ( | std::ostream & | os, |
const QP_Param & | Q | ||
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std::ostream& Game::operator<< | ( | std::ostream & | ost, |
const perps & | C | ||
) |