Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints

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...

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Vydáno v:	Journal of optimization theory and applications Ročník 124; číslo 2; s. 467 - 490
Hlavní autoři:	Thoai, N. V., Yamamoto, Y., Yoshise, A.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York, NY Springer 01.02.2005 Springer Nature B.V
Témata:	Algorithms Applied sciences Exact sciences and technology Mathematical programming Operational research and scientific management Operational research. Management science Optimization Polytopes equilibrium constraints Branch and bound method Optimization method Global optimum Linear programming Bilevel programming Programs with linear complementarity constraints Numerical method Complementarity problem Equilibrium condition Global solution global optimization Optimal solution Mathematical programming
ISSN:	0022-3239, 1573-2878
On-line přístup:	Získat plný text
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