An infeasible-interior-point method for solving mixed complementarity problems

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, September, 1995.