%A Stephen C. Billups
%A Michael C. Ferris
%T QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems
%D June 1995
%R 95-09
%I COMPUTER SCIENCES DEPARTMENT, UNIVERSITY OF WISCONSIN
%C MADISON, WI
%X QPCOMP is an extremely robust algorithm for solving mixed nonlinear
complementarity problems that has fast local convergence
behavior. Based in part on the NE/SQP method of
Pang & Gabriel (1993), 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, continuously differentiable, pseudo-monotone mixed
nonlinear complementarity problem.
QPCOMP 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 the algorithm.