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<TITLE>QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems </TITLE>
<H2>QPCOMP: A Quadratic Programming Based Solver for Mixed Complementarity Problems </H2>
 Stephen C. Billups and  Michael C. Ferris<BR>
MP-TR-95-09<BR>
June 1995
<p>
 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 & Gabriel (1993), 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.<P>
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