Mixed complementarity problem
Mixed Complementarity Problem 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].
Definition
The mixed complementarity problem is defined by a mapping, lower values and upper values, with.The solution of the MCP is a vector such that for each index one of the following alternatives holds:
- ;
- ;
- .