QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems

dc.contributor.author	Ferris, Michael
dc.contributor.author	Billups, Stephen
dc.date.accessioned	2013-03-06T19:53:48Z
dc.date.available	2013-03-06T19:53:48Z
dc.date.issued	1996-02-07
dc.identifier.citation	95-09	en
dc.identifier.uri	http://digital.library.wisc.edu/1793/65026
dc.description.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.	en
dc.subject	complementarity	en
dc.title	QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems	en
dc.type	Technical Report	en

Math Prog Technical Reports
Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison