Mixed complementarity problem

Mixed Complementarity Problem (MCP) is a problem formulation in mathematical programming. Many well-known problem types are special cases of, or may be reduced to MCP. It is a generalization of nonlinear complementarity problem (NCP).

The mixed complementarity problem is defined by a mapping ${\displaystyle F(x):\mathbb {R} ^{n}\to \mathbb {R} ^{n}}$, lower values ${\displaystyle \ell _{i}\in \mathbb {R} \cup \{-\infty \}}$ and upper values ${\displaystyle u_{i}\in \mathbb {R} \cup \{\infty \}}$.

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