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Accessing Realistic Mixed Complementarity Problems within MATLAB

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Nonlinear Optimization and Applications

Abstract

This paper describes a suite of programs that allow realistic complementarity problems to be accessed from within the MATLAB programming environment. The suite of programs uses data generated from the GAMS/MCP library and makes function and Jacobian evaluations available directly to the MATLAB user. All the required data is stored in a binary encoding of the problems, completely independent of GAMS. Use of the programs is described here, along with a list of all the problems that are currently available in binary form. Details on how the binary files are generated from GAMS are also given.

The work of this author was based on research supported by the Department of Energy grant DE-FG03-94ER61915, the Air Force Office of Scientific Research grant F49620-94-1-0036 and the National Science Foundation grant CCR-9157632.

The work of this author was based on research supported by the Department of Energy grant DE-FG03-94ER61915.

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References

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© 1996 Springer Science+Business Media New York

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Ferris, M.C., Rutherford, T.F. (1996). Accessing Realistic Mixed Complementarity Problems within MATLAB. In: Di Pillo, G., Giannessi, F. (eds) Nonlinear Optimization and Applications. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-0289-4_10

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  • DOI: https://doi.org/10.1007/978-1-4899-0289-4_10

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4899-0291-7

  • Online ISBN: 978-1-4899-0289-4

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