Accessing Realistic Mixed Complementarity Problems within MATLAB

Abstract

This paper describes a suite of programs that allow realistic complementarity problems to be accessed from within the MATLAB programming environment. The suite of programs uses data generated from the GAMS/MCP library and makes function and Jacobian evaluations available directly to the MATLAB user. All the required data is stored in a binary encoding of the problem, completely independent of GAMS. Use of the programs is described here, along with a list of all the problems that are currently available in binary form. Details on how the binary files are generated from GAMS are also given.