Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods
From MaRDI portal
Publication:1090250
DOI10.1007/BF00939332zbMath0619.90076MaRDI QIDQ1090250
Gautam Mitra, Joaquim Joao Júdice
Publication date: 1988
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Convex programming (90C25) Integer programming (90C10) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) 2-person games (91A05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Boolean programming (90C09)
Related Items
On the solution and complexity of a generalized linear complementarity problem, An enumerative method for the solution of linear complementarity problems, Enumeration of all the extreme equilibria in game theory: bimatrix and polymatrix games, Links between linear bilevel and mixed 0-1 programming problems, Enumeration-based approach to solving parametric linear complementarity problems, A computational analysis of LCP methods for bilinear and concave quadratic programming, An experimental study of a DC optimization algorithm for bimatrix games, Reformulations in Mathematical Programming: Definitions and Systematics, Lagrangian duality of concave minimization subject to linear constraints and an additional facial reverse convex constraint, On the connectedness of the solution set to linear complementarity systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear, quadratic, and bilinear programming approaches to the linear complementarity problem
- An enumerative method for the solution of linear complementarity problems
- Solution of nonsymmetric, linear complementarity problems by iterative methods
- Quadratic programming with M-matrices
- A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
- Solution of symmetric linear complementarity problems by iterative methods
- On the solution of large, structured linear complementarity problems: The tridiagonal case
- On the solution of large, structured linear complementarity problems: the block partitioned case
- Complementary pivot theory of mathematical programming
- Matrix-theoretic criteria for the quasi-convexity and pseudo-convexity of quadratic functions
- Newton's method for linear complementarity problems
- An implicit enumeration procedure for the general linear complementarity problem
- A variable dimension algorithm for the linear complementarity problem
- Simplified Characterizations of Linear Complementarity Problems Solvable as Linear Programs
- A New and Efficient Algorithm for a Class of Portfolio Selection Problems
- The solution of a quadratic programming problem using fast methods to solve systems of linear equations
- Global optimization using special ordered sets
- A cutting plane algorithm for solving bilinear programs
- Linear complementarity problems solvable by A single linear program
- An efficient implementation of the Lemke algorithm and its extension to deal with upper and lower bounds
- Robust implementation of Lemke's method for the linear complementarity problem
- On solving linear complementarity problems as linear programs
- On a class of least-element complementarity problems
- Iterative methods for linear complementarity problems with upperbounds on primary variables
- Application of disjunctive programming to the linear complementarity problem
- Equilibrium Points of Bimatrix Games
- Bimatrix Equilibrium Points and Mathematical Programming
- A Principal Pivoting Simplex Algorithm for Linear and Quadratic Programming
- On pseudo-convex functions of nonnegative variables
- The Linear Complementarity Problem
- Technical Note—Complementary Programming
- Equilibria of Polymatrix Games
- On Quadratic Programming
- The complementarity problem
- Optimization problems. Translated by P. Wadsack