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.
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收藏
页码：4 / 25
页数：22
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