optimisation of a vector

GAMS
1

Dear All,

I have three banks that I need to maximize their payoffs simultaneously subject to some constraints and I am wondering how to do that in GAMS. In other words how do I write the codes so that the objective function produces three set of results (payoffs)

Regards,
Kessel

2

Hi Kessel
You could try to write it as a MCP problem (see the documentation of the PATH solver for more information).
Cheers
Renger

3

Thanks - will try