Maxwell, John McFarland <jmmaxwell <at> wsu.edu> writes: > Hello, > > 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, > > JM
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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
