Extended Mathematical Programs (EMP)

EMP (Extended Mathematical Programming) is an (experimental) framework for automated

mathematic programming reformulations. Models which currently cannot be solved reliably are reformulated into models of established math programming classes in order to use advanced solver technology.

Today EMP supports

 Bilevel Programs

 Disjunctive Programs

 Extended Nonlinear Programs

 Embedded Complementarity Systems

 Variational Inequalities

The reformulation is done by the solver JAMS which is the only solver that is capable to handle EMP

models.

Examples showing how to use the EMP framework and the solver JAMS are made available through the

GAMS EMP Library which is included in the GAMS Distribution.

EMP has been developed jointly by Michael Ferris of UW-Madison, Ignacio Grossmann of Carnegie Mellon University and GAMS Development Corporation. EMP and JAMS come free of charge with any licensed GAMS system but need a subsolver to solve the generated models.

Discussion on EMP appears in this GAMS document.