The GAMS Callable Program Library for Variational and Complementarity Solvers

Abstract

The GAMS modeling language has recently been extended to enable the formulation of Mixed Complementarity Problems (MCP). The GAMS Callable Program Library (CPLIB) is a set of Fort ran subroutines developed as an extension for the GAMS I/O library and designed to provide a simple and convenient interface to the MCP defined by a GAMS model. This paper provides technical documentation for CPLIB for use by those who are developing or have developed algorithms for MCP, in order that their solvers may be made available as GAMS subsystems.