Numerical results for a globalized active-set Newton method for mixed complementarity problems
M.V. Solodov | Daryina, A.N. | Izmailov, A.F.
In this report we discuss a globalization scheme for a class of active-set Newton methods for solving the mixed complementarity problem (MCP), which was proposed by the authors elsewhere. Numerical experiments on some test problems are presented, including results on the MCPLIB collection.