https://github.com/xhub/reshop

ReSHOP solver
https://github.com/xhub/reshop

mathematical-programming numerical-optimization optimization optimization-algorithms solver

Last synced: 10 months ago
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ReSHOP solver

• Host: GitHub
• URL: https://github.com/xhub/reshop
• Owner: xhub
• License: mit
• Created: 2024-02-21T05:50:02.000Z (almost 2 years ago)
• Default Branch: master
• Last Pushed: 2024-05-29T01:21:42.000Z (over 1 year ago)
• Last Synced: 2024-05-29T04:17:53.534Z (over 1 year ago)
• Topics: mathematical-programming, numerical-optimization, optimization, optimization-algorithms, solver
• Language: C
• Homepage:
• Size: 1.29 MB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

          
ReSHOP is a library that models optimization problems with nonclassical and rich structures and performs transformations on them. Examples include Nash Equilibrium, Problems with Equilibrium Constraints, Optimal Value Function.

The term *Extended Mathematical Programming* (EMP) subsumes all of those cases. ReSHOP aims at solving EMP problems applying reformulations into forms amenable to computations.

It supports the following EMP problems:

- (Generalized) Nash Equilibrium Problem and Multiple Objectives Problem with Equilibrium Constraints (MOPEC)

- Optimal Value Functions, a concept that subsumes regularizers, coherent risk measures (like CVaR)

ReSHOP can be used from GAMS, Python, and Julia, as well as a standalone library. In GAMS it relies on annotations to define the EMP structure, whereas in Python and Julia, there is a programmatic approach to the EMP problem definition.