mcpsolve solves a mixed complementarity problem
mcpsolve is a reimplementation of the Fackler and Miranda's solver
ncpsolve. mcpsolve adopts the standard convention for MCP problem, follows the
convention of MATLAB optimization functions, and allows to solve array of
X = mcpsolve(F,X0) tries to solve the system of nonlinear equations F(X)=0 and
starts at the vector X0. F accepts a vector X and return a vector F of equation
values F evaluated at X and, as second output if required, a matrix J, the
Jacobian evaluated at X.
X = mcpsolve(F,X0,LB,UB) solves the mixed complementarity problem of the form:
LB =X => F(X)>0,
LB<=X<=UB => F(X)=0,
X =UB => F(X)<0.
[X,FVAL] = mcpsolve(F,X0,...) returns the value of the equations F at X.
[X,FVAL,EXITFLAG] = mcpsolve(F,X0,...) returns EXITFLAG that describes the exit
conditions. Possible values are
1 : mcpsolve converged to a root
0 : Too many iterations
[X,FVAL,EXITFLAG,OUTPUT] = mcpsolve(F,X0,...) returns the structure OUTPUT
that contains the number of function evaluations (OUTPUT.funcCount) and the
number of iterations (OUTPUT.iterations).
[X,FVAL,EXITFLAG,OUTPUT,JACOBIAN] = mcpsolve(F,X0,...) returns JACOBIAN the
Jacobian of F evaluated at X.