Abstract

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 nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of the algorithm. 1 Introduction This paper describes a new algorithm for solving the mixed nonlinear complementarity problem (MCP), which provides a significant improvement in robustness over previous superlinearly or quadratically convergent algorithms, while preserving these fast local convergence properties. The MCP is defined in...

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