QPCOMP: A quadratic programming based solver for mixed complementarity problems

@article{Billups1996QPCOMPAQ,
  title={QPCOMP: A quadratic programming based solver for mixed complementarity problems},
  author={Stephen C. Billups and Michael C. Ferris},
  journal={Math. Program.},
  year={1996},
  volume={76},
  pages={533-562}
}
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 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, continuously differentiable, pseudo-monotone mixed nonlinear complementarity problem. QPCOMP also extends the NE/SQP method for the… CONTINUE READING