QPCOMP: A quadratic programming based solver for mixed complementarity problems

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 Gabriell14], this algorithm represents a signiicant advance in robustness at no cost in eeciency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously diierentiable, pseudo-monotone mixed nonlinear complementarity problem. QP-COMP 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 eeectiveness of the algorithm.