QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems
|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 , 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.
|QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems
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Math Prog Technical Reports
Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison