Feasible descent algorithms for mixed complementarity problems

In this paper we consider a general algorithmic framework for solving nonli near mixed complementarity problems. The main features of this framework ar e: (a) it is well-defined for an arbitrary mixed complementarity problem, ( b) it generates only feasible iterates, (c) it has a strong global converge nce theory, and (d) it is locally fast convergent under standard regularity assumptions. This framework is applied to the PATH solver in order to show viability of the approach. Numerical results for an appropriate modificati on of the PATH solver indicate that this framework leads to substantial com putational improvements.