It there a way or package to solve the nonlinear mixed complementarity problem?

Specific Domains Optimization (Mathematical)
1

Hi Julia user:

I was wondering if there was a way or package to model and solver the nonlinear mixed complementarity problem? I know now we can model the linear complementarity problem by using complement constraints in JuMP and solve it through PATH.jl https://github.com/odow/PATH.jl

However, I tried to model a nonlinear complementarity constraint using MOI.complements but it reports the error
"MOI.Complements` constraints are not supported and cannot be bridged into supported constrained variables and constraints. "

I am just curious if I should claim the constraint as a nonlinear complementarity (like using NLconstraint instead of constraint in optimization problem)? But I couldn’t find any related information in JuMP v0.21.5 document on this.

Any suggestions? Thanks.

2

Nonlinear complementarity constraints are not supported: https://github.com/jump-dev/JuMP.jl/issues/2308

As you suggest, you should manually reformulate your problem into the nonlinear equivalent.

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3

Thanks for the reply here.

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