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Modeling Mathematical Programs with Equilibrium Constraints in Pyomo

Hart, William E.; Siirola, John D.

We describe new capabilities for modeling MPEC problems within the Pyomo modeling software. These capabilities include new modeling components that represent complementarity conditions, modeling transformations for re-expressing models with complementarity conditions in other forms, and meta-solvers that apply transformations and numeric optimization solvers to optimize MPEC problems. We illustrate the breadth of Pyomo's modeling capabilities for MPEC problems, and we describe how Pyomo's meta-solvers can perform local and global optimization of MPEC problems.