Christian Kanzow


Software

LMMCP

This is a MATLAB program for the solution of mixed complementarity problems. The program is based on a reformulation of mixed complementarity problems as a nonsmooth and overdetermined system of equations and uses a Levenberg-Marquardt-type method for the solution of this equivalent formulation. More details may be found in two papers with Stefania Petra (see list of publications). The program itself can be downloaded here:

LMMCP.zip

There is also a short user's guide available:

LMMCP -- A Levenberg-Marquardt-type MATLAB Solver for Mixed Complementarity Problems.