I also developed a Julia package for modeling and solving QPNs, using the algorithms derived in the paper. It's not perfect. There are limitations in the type of QPN that can be solved.
Try it out--if your problem stumps the algorithm, let me know!
https://t.co/ZCc685khwa
The results were fascinating. Here are 6 of the 47 possible configurations, with the relative cost advantage over the Nash configuration shown for the node in yellow. I used to believe that leading was always preferable to following. This is evidently not always the case!
@beenwrekt Iβd argue game theory should be below and to right of MPC. You can formulate MPC as a simple type of game. Therefore GT has to be at least as impactful as MPC. A less simple game formulation could be more impactful but will be slower to solve than MPC.
This class covers some theory and algorithms pertaining to classic examples of Extended Mathematical Programming problems. I will try to post as much content here as I can keep up with!
Finally, we can remove the dependence on the active set J by leveraging the notion of complementarity. For all non-active constraints, the corresponding elements of lambda must be 0. The equivalence of these two expressions follows, finally proving the result.