MCPLIB

MCPLIB: A Collection of Nonlinear Mixed Complementarity Problems. The origins and some motivational details of a collection of nonlinear mixed complementarity problems are given. This collection serves two purposes. Firstly, it gives a uniform basis for testing currently available and new algorithms for mixed complementarity problems. Function and Jacobian evaluations for the resulting problems are provided via a GAMS interface, making thorough testing of algorithms on practical complementarity problems possible. Secondly, it gives examples of how to formulate many popular problem formats as mixed complementarity problems and how to describe the resulting problems in GAMS format. We demonstrate the ease and power of formulating practical models in the MCP format. Given these examples, it is hoped that this collection will grow to include many problems that test complementarity algorithms more fully. The collection is available by anonymous ftp. Computational results using the PATH solver covering all of these problems are described


References in zbMATH (referenced in 101 articles )

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  1. Daryina, A. N.; Izmailov, A. F.; Solodov, M. V.: Numerical results for a globalized active-set Newton method for mixed complementarity problems (2005)
  2. Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao: Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints (2005)
  3. Bellavia, Stefania; Macconi, Maria; Morini, Benedetta: STRSCNE: a scaled trust-region solver for constrained nonlinear equations (2004)
  4. Jian, Jin-Bao; Mo, Xing-De; Li, Jian-Ling: Explicit and implicit continuation algorithms for strongly monotone variational inequalities with box constraints (2004)
  5. Kanzow, Christian; Petra, Stefania: On a semismooth least squares formulation of complementarity problems with gap reduction (2004)
  6. Qi, L.; Tong, X. J.; Li, D. H.: Active-set projected trust-region algorithm for box-constrained nonsmooth equations (2004)
  7. Ferris, Michael C.; Munson, Todd S.: Interior-point methods for massive support vector machines (2003)
  8. Qi, Houduo; Qi, Liqun; Sun, Defeng: Solving Karush--Kuhn--Tucker systems via the trust region and the conjugate gradient methods (2003)
  9. Tin-Loi, F.; Xia, S. H.: An iterative complementarity approach for elastoplastic analysis involving frictional contact (2003)
  10. Billups, Stephen C.; Watson, Layne T.: A probability-one homotopy algorithm for nonsmooth equations and mixed complementarity problems (2002)
  11. Haddad, Caroline N.; Habetler, George J.: Projective algorithms for solving complementarity problems (2002)
  12. Pieraccini, S.: Hybrid Newton-type method for a class of semismooth equations (2002)
  13. Sun, Defeng; Womersley, Robert S.; Qi, Houduo: A feasible semismooth asymptotically Newton method for mixed complementarity problems (2002)
  14. Andreani, Roberto; Martínez, José Mario: On the solution of bounded and unbounded mixed complementarity problems. (2001)
  15. Munson, Todd S.; Facchinei, Francisco; Ferris, Michael C.; Fischer, Andreas; Kanzow, Christian: The semismooth algorithm for large scale complementarity problems (2001)
  16. Tin-Loi, F.; Xia, S. H.: Nonholonomic elastoplastic analysis involving unilateral frictionless contact as a mixed complementarity problem (2001)
  17. Ulbrich, Michael: Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems (2001)
  18. Andreani, R.; Martínez, J. M.; Svaiter, B. F.: On the regularization of mixed complementarity problems (2000)
  19. Billups, Stephen C.; Murty, Katta G.: Complementarity problems (2000)
  20. Ferris, M. C.; Munson, T. S.; Ralph, D.: A homotopy method for mixed complementarity problems based on the PATH solver (2000)