ComplementarityModel

Structure to handle the linear complementarity problem in standard form:

0 ≤ Mx + q | x ≥ 0

Structure to handle the mixed complementarity problem in standard form:

0 ≤ F(x) | G(x) ≥ 0

Structure to handle the nonlinear complementarity problem in standard form:

0 ≤ F(x) | x ≥ 0

CFB(Fx, Gx)

Compute the C-function value.

Cmin(Fx, Gx)

Compute the C-function value.

JCFB(Fx, Gx, JFx, JGx)

Compute the jacobian's diagonal of the C-function.

JCFBv(Fx, Gx, JFx, JGx)

Compute the jacobian's diagonal of the C-function.

JCmin(Fx, Gx, JFx, JGx)

Compute the jacobian's diagonal of the C-function.

JCminv(Fx, Gx, JFx, JGx)

Compute the jacobian's diagonal of the C-function.

LP_to_LCP(c, A, b)

Implements the self-embedding model for Linear Program

min cᵀx s.t.  Ax=b, x ≥ 0

from Roos, C., Terlaky, T., & Vial, J. P. (2005). Interior point methods for linear optimization.

LP_to_feasible_LCP(c, A, b; μ = one(T))

Implements the self-embedding model for Linear Program

min cᵀx s.t.  Ax=b, x ≥ 0

from Roos, C., Terlaky, T., & Vial, J. P. (2005). Interior point methods for linear optimization. The returned problem is such that ones(nn) * √μ is on the central path.