[R] MCP solver
Hans W Borchers
hwborchers at googlemail.com
Sun Oct 13 08:32:04 CEST 2013
Maxwell, John McFarland <jmmaxwell <at> wsu.edu> writes:
> I'm trying to find a solver that will work for the mixed complementarity
> problem (MCP). I've searched the CRAN task view page on optimization and
> mathematical programming as well as many google searches to no avail.
> Does anyone know if there is an MCP solver available for R?
> Thanks very much,
The problem class of 'mixed complementary problems' is quite big and
encompasses difficult optimization problems such as nonlinear systems of
equations, nonlinear optimization problems, or optimization with equality
constraints, among others.
There is no solver or package in R that will solve 'mixed complementary
problems' in general. Perhaps your problem can be cast into a more specialized
form that is accessible to one of the available solvers. Otherwise, GAMS has
its own module for solving MCP problems.
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