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Add note about JuMP natively supporting complementarity constraints. #76

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Add note about JuMP natively supporting complementarity constraints. #76

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4 changes: 4 additions & 0 deletions MCP.md
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# Mixed Complementarity Problems (MCP)

Note: As of [JuMP v1.15.0](https://github.com/jump-dev/JuMP.jl/releases/tag/v1.15.0), JuMP natively supports
MCP constraints. [JuMP documentation for complementarity constraints](https://jump.dev/JuMP.jl/stable/manual/constraints/#Complementarity-constraints).


Note that MCP is more general than [Linear Complementarity Problems](https://en.wikipedia.org/wiki/Linear_complementarity_problem) (LCP) and [Nonlinear Complementarity Problems](https://en.wikipedia.org/wiki/Nonlinear_complementarity_problem) (NCP).

The form of MCP is as follows:
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5 changes: 4 additions & 1 deletion README.md
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Expand Up @@ -10,6 +10,10 @@ This package provides modeling language for (1) mixed complementarity problems (

## Mixed Complementarity Problems (MCP)


Note: As of [JuMP v1.15.0](https://github.com/jump-dev/JuMP.jl/releases/tag/v1.15.0), JuMP natively supports
MCP constraints. [JuMP documentation for complementarity constraints](https://jump.dev/JuMP.jl/stable/manual/constraints/#Complementarity-constraints).

**NOTE:** Differences between PATHSolver.jl and Complementarity.jl:
- [PATHSolver.jl](https://github.com/chkwon/PATHSolver.jl) provides a wrapper for the C API of the [PATH](http://pages.cs.wisc.edu/~ferris/path.html) solver.
- [PATHSolver.jl](https://github.com/chkwon/PATHSolver.jl) also enables JuMP for solving MCP, but limited to linear problems.
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***[MCP Documentation](MCP.md)***



- This package provides a modeling and computational interface for solving [Mixed Complementarity Problems](https://en.wikipedia.org/wiki/Mixed_complementarity_problem) (MCP): modeling by [JuMP.jl](https://github.com/JuliaOpt/JuMP.jl) and computing by [PATHSolver.jl](https://github.com/chkwon/PATHSolver.jl) and [NLsolve.jl](https://github.com/EconForge/NLsolve.jl). See [the documentation](MCP.md).

```
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