• Login
    View Item 
    •   MINDS@UW Home
    • MINDS@UW Madison
    • College of Letters and Science, University of Wisconsin–Madison
    • Department of Computer Sciences, UW-Madison
    • Math Prog Technical Reports
    • View Item
    •   MINDS@UW Home
    • MINDS@UW Madison
    • College of Letters and Science, University of Wisconsin–Madison
    • Department of Computer Sciences, UW-Madison
    • Math Prog Technical Reports
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems

    Thumbnail
    File(s)
    QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems (290.7Kb)
    Date
    1996-02-07
    Author
    Ferris, Michael
    Billups, Stephen
    Metadata
    Show full item record
    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.
    Subject
    complementarity
    Permanent Link
    http://digital.library.wisc.edu/1793/65026
    Type
    Technical Report
    Citation
    95-09
    Part of
    • Math Prog Technical Reports

    Contact Us | Send Feedback
     

     

    Browse

    All of MINDS@UWCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    My Account

    Login

    Contact Us | Send Feedback