Hi everyone,
Currently I am trying to use a decomposition method to solve a large-scale equilibrium problem, and at each iteration I am trying to solve a small equilibrium subproblem. The trick I use is that if the whole problem has a set m = /m1, m2, m3/, I can define a dynamic set mm(n), and each time just let m(‘mk’) = yes and others to be none, then I am able to solve a subproblem with variables and equations with just index ‘mk’. However, since now I am trying to solve an equilibrium subproblem with emp solver, I find this will be difficult since the empinfo file is usually defined at the beginning and I don’t know how to update it every iteration. Could anyone help me to solve this problem?
P.S. another way I could use is reformulating the problem into MCP and solve it directly use MCP solver to avoid this issue, but since my problem is complicated so I think it is better to avoid this reformulation process.
Thanks.