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<TITLE>The PATH Solver:  A Non-Monotone Stabilization Scheme for Mixed Complementarity Problems </TITLE>
<H2>The PATH Solver:  A Non-Monotone Stabilization Scheme for Mixed Complementarity Problems </H2>
 Steven P. Dirkse and  Michael C. Ferris<BR>
CS-TR-93-1179<BR>
September 1993
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 The PATH solver is an implementation of a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a path-generation procedure which is used to construct a piecewise-linear path from the current point to the Newton point; a step length acceptance criterion and a non-monotone pathsearch are then used to choose the next iterate. The algorithm is shown to be globally convergent under assumptions which generalize those required to obtain similar results in the smooth case. Several implementation issues are discussed, and extensive computational results obtained from problems commonly found in the literature are given.<P>
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