A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints

DOI10.1016/S0377-0427(02)00419-3zbMath1005.65059MaRDI QIDQ697548

Zhang, Jianzhong, Guo-shan Liu

Publication date: 17 September 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

branch-and-bound algorithmnumerical experimentquadratic programlocal search methodlinear complementarity constraintsextreme point algorithmglobally

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Conic approximation to quadratic optimization with linear complementarity constraints ⋮ Direct pseudo-spectral method for optimal control of obstacle problem - an optimal control problem governed by elliptic variational inequality ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ A branch-and-bound algorithm for instrumental variable quantile regression ⋮ Nonlinear robust optimization via sequential convex bilevel programming ⋮ Globalizing a nonsmooth Newton method via nonmonotone path search ⋮ Optimization problems with equilibrium constraints and their numerical solution. ⋮ A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

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