Algorithms for linear programming with linear complementarity constraints

被引:0
作者
Joaquim J. Júdice
机构
[1] Departamento de Matemática da Universidade de Coimbra and Instituto de Telecomunicações,
来源
TOP | 2012年 / 20卷
关键词
Complementarity problems; Global optimization; Nonlinear programming; Mathematical programming with linear complementarity constraints; 90C26; 90C30; 90C33;
D O I
暂无
中图分类号
学科分类号
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
收藏
页码:4 / 25
页数:21
相关论文
共 102 条
  • [1] Al-Khayyal F(1987)An implicit enumeration procedure for the general linear complementarity problem Math Program Stud 31 1-20
  • [2] Anitescu M(2005)On using the elastic mode in nonlinear programming approaches to mathematical programs with complementarity constraints SIAM J Optim 15 1203-1236
  • [3] Anitescu M(2007)Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties Math Program 110 337-371
  • [4] Tseng P(1999)A symmetrical linear maxmin approach to disjoint bilinear programming Math Program 85 573-592
  • [5] Wright SJ(2007)New branch-and-cut algorithm for bilevel linear programming J Optim Theory Appl 134 353-370
  • [6] Audet C(1990)A branch and bound algorithm for the bilevel programming problem SIAM J Sci Stat Comput 11 281-292
  • [7] Hansen P(2005)Interior-point algorithms, penalty methods and equilibrium problems Comput Optim Appl 34 155-182
  • [8] Jaumard B(2008)A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations Math Program, Ser A 113 259-282
  • [9] Savard G(2005)Bilevel programming: a survey 4OR 3 87-107
  • [10] Audet C(2004)A computational study of global algorithms for linear bilevel programming Numer Algorithms 35 155-173