linear program with complementarity constraints

Solution of Binary-Constrained Quadratic-Defined Optimization Problems by a Progressive Integer Programming Method

Categories (Mixed) Integer Nonlinear Programming, Quadratic Programming Tags , , ,

Extending a classic result of Giannessi and Tomasin [\textit{Lecture Notes in Comput. Sci. 3}, Springer, 1973, pp. 437–449], this paper shows that a binary-constrained quadratic-defined optimization problem can be formulated as a binary-constrained linear program with linear complementarity constraints (Bi-LPCC). The term “quadratic-defined problems” encompasses many problems that are defined by quadratic functions in the … Read more

A Pivoting Algorithm for Linear Programming with Linear Complementarity Constraints

Categories Complementarity and Variational Inequalities Tags , ,

We present a pivoting algorithm for solving linear programs with linear complementarity constraints. Our method generalizes the simplex method for linear programming to deal with complementarity conditions. We develop an anticycling scheme that can verify Bouligand stationarity. We also give an optimization-based technique to find an initial feasible vertex. Starting with a feasible vertex, our … Read more