Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints

被引：0
|
作者：
N. V. Thoai
Y. Yamamoto
A. Yoshise
机构：
[1] University of Trier,Department of Mathematics
[2] University of Tsukuba,Institute of Policy and Planning Sciences
[3] University of Tsukuba,Institute of Policy and Planning Sciences
来源：
Journal of Optimization Theory and Applications | 2005年 / 124卷
关键词：
Programs with linear complementarity constraints; equilibrium constraints; bilevel programming; global optimization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We propose a method for finding a global optimal solution of programs with linear complementarity constraints. This problem arises for instance in bilevel programming. The main idea of the method is to generate a sequence of points either ending at a global optimal solution within a finite number of iterations or converging to a global optimal solution. The construction of such sequence is based on branch-and-bound techniques, which have been used successfully in global optimization. Results on a numerical test of the algorithm are reported.
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页码：467 / 490
页数：23
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