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Wikipedia / 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).

Definition

.

The solution one of the following alternatives holds:

  • ;

  • ;

  • .

Another definition for MCP is: it is a variational inequality on the parallelepiped.

See also

References