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.