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QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems

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Author(s)
Ferris, Michael; Billups, Stephen
Citation
95-09
Date
Feb 07, 1996
Subject(s)
complementarity
Abstract
QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on NE/SQP method of Pang and Gabriel [14], this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, COMP also extends the NE/SQP method for the nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of algorithm.
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http://digital.library.wisc.edu/1793/65026 
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