  NE/SQP: The NE/SQP algorithm is based upon reformulating the NCP as a system of nonsmooth equations. The NE/SQP algorithm implemented as a GAMS/MCP solver, its robustness improved using a proximal perturbation strategy giving the  <A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fMP-TR-95-09">QPCOMP</A> algorithm. The nonsmoothness of the equations is handled using directional derivatives of H.  <LI>
