Algorithms for linear programming with linear complementarity constraints

• Joaquim J. Júdice ^[1]
  1. [1] Universidade de Coimbra

     Universidade de Coimbra

     Coimbra (Sé Nova), Portugal

     
• Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 20, Nº. 1, 2012, págs. 4-25
• Idioma: inglés
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• Resumen

  • 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.