An infeasible-interior-point method for solving mixed
Evangelia Simantiraki and David Shanno
In this work we present an infeasible interior-point
algorithm to solve the mixed complementarity
problem. The standard nonlinear programming problem is a
special case of this problem.
The algorithm is a modification of a method we
proposed for the linear complementarity problem.
For this algorithm we prove global convergence
under mild assumptions. Numerical results are reported
which demonstrate very good computational performance on
a standard set of mixed complementarity problems.
RUTCOR Research Report 37--95,