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Date: Thu, 07 Nov 1996 19:23:31 GMTServer: NCSA/1.5Content-type: text/htmlLast-modified: Thu, 24 Oct 1996 17:44:57 GMTContent-length: 7071<HTML><HEAD><TITLE>Complementarity Problem Net: Algorithms and Applications</TITLE></HEAD><BODY><H1> Complementarity Problem NET</H1>As a result of more than three decades of research, the subject of complementarity problems, with its diverse applications in engineering, economics, and sciences, has become a well-established and fruitfuldiscipline within mathematical programming.  Several monographs and surveys have documented the basic theory, algorithms, and applications of complementarity problems and their role in optimization theory.<P>This page serves as a center for information regarding research incomplementarity problems.  As such there is a listing of meetingsof interest to the community, some pointers to software forcomplementarity problems as well as links to other pages of interest.A listing of researchers and some application areas are also given.<P><HR><H2> Table of Contents </H2><MENU><LI> <!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><!WA0><A HREF="http://www.cs.wisc.edu/cpnet/researchers.html">	Directory of Researchers in Complementarity </A><LI> <!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><!WA1><A HREF="#software">	Software for Complementarity Problems</A><LI> <!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><!WA2><A HREF="#applications">	Applications of Complementarity</A><LI> <!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><!WA3><A HREF="#otherlinks">       Relevant Web Links </A></MENU><HR><a name="researchers"><h2> <!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><!WA4><A HREF="http://www.cs.wisc.edu/cpnet/researchers.html">Directory of Complementarity Researchers</a></h2><hr><A NAME="software"><H2>Software for Complementarity Problems </H2></A><UL><LI> <!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><!WA5><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fCS-TR-94-1215">MCPLIB:</A> A collection of nonlinear mixed complementarity problems, problemdescription, and how to access the <!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><!WA6><Ahref="ftp://ftp.cs.wisc.edu/math-prog/mcplib">GAMS source files</A> forthese problems.<LI> <!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><!WA7><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-95-10">Complementarity Toolbox for MATLAB:</A> This (evolving) freely available toolbox consists of several mex andm-files.  These allow all the MCPLIB problems to be accessed fromMATLAB without access to GAMS.  The mex files give functionevaluations and sparse Jacobian evaluations.  Machine specificversions can be <!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><!WA8><Ahref="ftp://ftp.cs.wisc.edu/math-prog/matlab">downloaded</A>.The PATH solver is also available in this toolbox, more details below.<LI> <!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><!WA9><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-94-07">Solver Interface to GAMS:</A> This describes a library of routines that areavailable to help hook your solver to the GAMS/MCP modeling language.Contact steve@gams.com, rutherford@colorado.edu or ferris@cs.wisc.edufor further details.<LI> <!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><!WA10><A HREF="http://www.gams.com/solvers/miles/main.htm">MILES</A>: MILES is an extension of the classicalJosephy-Newton method for NCP in which the solution to each linearizedsubproblem is computed via Lemke's almost-complementary pivot algorithm.This Newton point is used to definethe Newton direction, which is then used in a dampedlinesearch.  The merit function used measures both the violation infeasibility and in complementarity.  MILES also employs a restartprocedure in cases where the Newton point cannot be computed due totermination in a secondary ray. Every linearized subproblem is rescaled to equilibrate the elementsappearing in the data of the subproblem.<LI> <!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><!WA11><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fCS-TR-93-1179">PATH</A>:(Runs under <!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><!WA12><A HREF="http://www.gams.com/solvers/path/main.htm">GAMS/MCP</A>or <!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><!WA13><A HREF="ftp://ftp.cs.wisc.edu/math-prog/matlab">directly under MATLAB</A>):The PATH solver applies techniques similarto those used in Newton methods for smooth systems to anonsmooth reformulation of the MCP.  The algorithmconsists of a sequence of major iterations, each consisting of anapproximation or linearization step similar to that of MILES, the construction of a pathto the Newton point (the solution to the approximation), and apossible search of this path.  When the Newton point does not exists or thepath cannot be entirely constructed, a step along the partiallycomputed path is taken before the problem is relinearized.  Anonmonotone watchdog strategy is employed in applying the path search;this helps avoid convergence to local minima of the norm function forthe underlying nonsmooth equation and keeps the number of functionevaluations required as small as possible.  A list of solver options is given in the document <LI> NE/SQP: The NE/SQP algorithm is based uponreformulating the NCP as a system of nonsmooth equations.The NE/SQP algorithm implemented as a GAMS/MCP solver, its robustnessimproved using a proximal perturbation strategy giving the <!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><!WA14><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-95-09">QPCOMP</A> algorithm.The nonsmoothness of the equations ishandled using directional derivatives of H.<LI> <!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><!WA15><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-94-11">SMOOTH</A> The SMOOTH algorithm is based uponreformulating the NCP as a system of nonsmooth equations and thenapproximately solving a sequence of smooth approximations, which leadto a zero of the nonsmooth system.  At each iteration,a smooth approximation to the original system is formed where theaccuracy of the approximation is determined by the residual of thecurrent point.  This is implemented as a GAMS/MCP system.<LI> <!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><!WA16><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-95-16">Other solvers</A> have been implemented as subsystems of GAMS and are compared in this paper.</UL><HR><a name="applications"><h2>Applications of Complementarity </h2></a> <ul>  <li> <!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><!WA17><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-95-07">Engineeringand Economic Applications of Complementarity Problems</A>.This paper lists many of the known applications of complementarity problems.  <li> MPSGE: A preprocessor for the GAMS modeling language thatallows economic equilibrium problems to be formulated easily.  See the<!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><!WA18><A href="http://www.gams.com">GAMS </A> home page for further information.  <li>  <!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><!WA19><A href="http://www.mcs.anl.gov/NEMS/">NEMS</A>The National Energy Modeling System.  There are several papers on related <!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><!WA20><A href="http://www.mcs.anl.gov/home/more/nems/nems.html">algorithms</A>and a paper giving an <!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><!WA21><A href="ftp://info.mcs.anl.gov/pub/tech_reports/reports/P504.ps">overview</A> of the project. </ul><hr><a name="otherlinks"><h2> Relevant Web Links </h2></a> <ul>  <li> Look up <!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><!WA22><a href="http://mat.gsia.cmu.edu/"> Michael Trick's Operations Research Page </a> for some interesting OR links.  <li> Look up <!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><!WA23><a href="http://www.mcs.anl.gov/home/otc/InteriorPoint//">Interior-Point Web </a> for information on interior pointmethods at the Argonne National Laboratories archive.  </ul><hr>Last modified: October 24, 1996 by Michael C. Ferris<address>  <!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><!WA24><a href="http://www.cs.wisc.edu/~ferris/">ferris@cs.wisc.edu</a></address></body></html>

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