Mixed complementarity problem
Mixed Complementarity Problem (MCP) is a problem formulation in mathematical programming. Many well-known problem types are special cases of, or may be reduced to MCP. It is a generalization of Nonlinear complementarity problem (NCP).
The mixed complementarity problem is defined by a mapping , lower values and upper values .
The solution of the MCP is a vector such that for each index one of the following alternatives holds:
- Stephen C. Billups (1995). "Algorithms for complementarity problems and generalized equations" (PS). Retrieved 2006-08-14.
- Francisco Facchinei, Jong-Shi Pang (2003). Finite-Dimensional Variational Inequalities and Complementarity Problems, Volume I.