Algorithms for linear programming with linear complementarity constraints

被引：7

作者：

Judice, Joaquim J. ^{[1
,2
]}

机构：

[1] Univ Coimbra, Dept Matemat, P-3001454 Coimbra, Portugal

[2] Inst Telecomunicacoes, P-3001454 Coimbra, Portugal

来源：

TOP | 2012年 / 20卷 / 01期

关键词：

Complementarity problems; Global optimization; Nonlinear programming; Mathematical programming with linear complementarity constraints; MATHEMATICAL PROGRAMS; OPTIMALITY CONDITIONS; GLOBAL OPTIMIZATION; STATIONARY POINT; BOUND ALGORITHM; CUT ALGORITHM; ELASTIC-MODE; BRANCH; CONVERGENCE;

D O I：

10.1007/s11750-011-0228-2

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Linear programming with linear complementarity constraints (LPLCC) is an area of active research in Optimization, due to its many applications, algorithms, and theoretical existence results. In this paper, a number of formulations for important nonconvex optimization problems are first reviewed. The most relevant algorithms for computing a complementary feasible solution, a stationary point, and a global minimum for the LPLCC are also surveyed, together with some comments about their efficiency and efficacy in practice.

引用

页码：4 / 25

页数：22

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