A class of quadratic programs with linear complementarity constraints
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Publication:833022
DOI10.1007/s11228-009-0112-5zbMath1191.90042OpenAlexW2030044614MaRDI QIDQ833022
Publication date: 11 August 2009
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-009-0112-5
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (4)
On conic QPCCs, conic QCQPs and completely positive programs ⋮ 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 ⋮ Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
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