The models in this directory express complementarity problems mentioned
in the test results (or examples) shown in
Michael C. Ferris, Robert Fourer, and David M. Gay, "Expressing
Complementarity Problems in an Algebraic Modeling Language
and Communicating Them to Solvers", forthcoming report.
Most of the models in this directory started out as GAMS models in MCPLIB,
ftp://ftp.cs.wisc.edu/math-prog/mcplib .
Papers describing these models and other possible complementarity
models are:
Steven P. Dirkse and Michael C. Ferris, "MCPLIB: A Collection of Nonlinear Mixed
Complementarity Problem", Optimization Methods and Software 5 (1995),
pp. 319-345.
ftp://ftp.cs.wisc.edu/tech-reports/reports/94/tr1215.ps.Z
M. C. Ferris and J. S. Pang, "Engineering and Economic Applications of
Complementarity Problems", SIAM Review 39 (1997), pp. 669-713.
http://www.siam.org/journals/sirev/39-4/28596.html
runall is an AMPL script that exercises most of the models.