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mcpsolve

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 problems. 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.