Algorithms for linear programming with linear complementarity constraints

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...

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Vydáno v:TOP Ročník 20; číslo 1; s. 4 - 25
Hlavní autor: Júdice, Joaquim J.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Berlin/Heidelberg Springer-Verlag 01.04.2012
Springer
Témata:
Business and Management
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Finance
Industrial and Production Engineering
Insurance
Invited Paper
Management
Operations Research/Decision Theory
Optimization
Statistics for Business
Global optimization
Mathematical programming with linear complementarity constraints
90C30
90C33
90C26
Nonlinear programming
Complementarity problems
ISSN:1134-5764, 1863-8279
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Popis
Shrnutí: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.
ISSN:1134-5764
1863-8279
DOI:10.1007/s11750-011-0228-2