Hello,

I am using PATH to solve a Mixed Complementarity Problem(MCP). After formulating the problem, GAMS returns a solution that violates one of the complementary slackness constraints in the model.

To be more specific, I am modeling two electric generators that are participating in a day ahead market with reserve as well as a real time market. There are four different linear optimization problems solved simultaneously as an MCP. The four LPs are generator 1 profit maximization, generator 2 profit maximization, DA economic dispatch, RT economic dispatch. The full formulation of the MCP is attached below as well its implementation in GAMS, however the details of the model are not very relevant. What is relevant is that when I solve this problem, the solution it returns violates the complementarity condition that appears in the GAMS problem as Eq6.g1_DA, and is the 1st constraint in the attached MCP formulation. The solution variables for Eq6 are 0<= 5 - 8 - 2 - 0 \perp 40 >= 0.

gamsworldqformulation.pdf (89.9 KB)

Even with the condition violated, GAMS recognizes this solution as feasible and returns it.

I am unsure why this is happening, so any help with this problem would be of great help. Thank you in advance.

Best,

Ryan

gamsworldqformulation.pdf (89.9 KB)

systemEIR.gms (1.67 KB)