I’ve modeled MCP problem using pyomo.mpec package and tried to solve it through GAMS, I received the following error message
RuntimeError: Unallowable active component(s) Complementarity.
The GAMS writer cannot export models with this component type.
I believe that GAMS writer recreate GAMS model for the problem and then solve it, and it seems like the writer doesn’t accept this form used by pyomo.mpec. Is there a way to write MCP using pyomo and then solve it through GAMS?