EMP couples existing model structures and types with user-provided annotations specifying new or extended structures and relationships. The EMP solver expresses the extended model in standard symbolic form and builds on existing mature solution technology. It is part of the current GAMS distribution and supports many problem classes, including:

• extended nonlinear programming (e.g. soft penalization of constraints)
• embedded complementarity systems
• hierarchical models (e.g. bilevel programs)
• variational inequalities
• disjunctive programming and logical constraints
• stochastic programming and risk measures

More information:

• JAMS Solver Manual
• EMP Library
• Presentations:
  • Michael Ferris: An Extended Mathematical Programming Framework
  • Jan-Hendrik Jagla: Formulating and solving non-standard model types using GAMS/EMP