NLPEC

NLPEC is a solver developed NLPEC is a solver developed jointly by GAMS Corporation and M. Ferris at UW-Madison that solves MPEC models.  NLPEC works by reformulating the MPEC model as an NLP, solving the NLP using one of the GAMS NLP solvers, and then extracting the MPEC solution from the NLP solution.  All of this happens automatically, although it is possible to access the intermediate NLP model.  The reformulated models NLPEC produces are in scalar form.  Many different reformulations (currently around 20) are supported by the NLPEC solver.  MPEC models are notorious for their difficultly, but the combination of different reformulations and NLP solvers give users a good chance to solve them.  The user guide is nlpec.pdf.