  <A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Describe/ncstrl.uwmadison%2fCS-TR-93-1179"> PATH</A>:  (Runs under <A HREF="http://www.gams.com/solvers/path/main.htm">GAMS/MCP</A> or <A HREF="ftp://ftp.cs.wisc.edu/math-prog/matlab">directly under MATLAB</A>): The PATH solver applies techniques similar to those used in Newton methods for smooth systems to a nonsmooth reformulation of the MCP.  The algorithm consists of a sequence of major iterations, each consisting of an approximation or linearization step similar to that of MILES,  the construction of a path to the Newton point (the solution to the approximation), and a possible search of this path.  When the Newton point does not exists or the path cannot be entirely constructed, a step along the partially computed path is taken before the problem is relinearized.  A nonmonotone watchdog strategy is employed in applying the path search; this helps avoid convergence to local minima of the norm function for the underlying nonsmooth equation and keeps the number of function evaluations required as small as possible.  A list of solver options  is given in the document   <LI>
