Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming

DOI10.3934/JIMO.2017064zbMath1412.90151OpenAlexW2658328683MaRDI QIDQ1716972

Cheng Lu, Ye Tian, Wen-Xun Xing, Zhi-bin Deng

Publication date: 5 February 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017064

zbMATH Keywords

semidefinite programmingbranch and boundaugmented Lagrangian methoddoubly nonnegative relaxationquadratic programs with complementarity constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

Conic formulation of QPCCs applied to truly sparse QPs ⋮ A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

Uses Software

• OR-Library
• MacMPEC
• OPECgen

Cites Work

• A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
• On the computational complexity of membership problems for the completely positive cone and its dual
• A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
• Alternating direction augmented Lagrangian methods for semidefinite programming
• A trust-region filter-SQP method for mathematical programs with linear complementarity constraints
• Optimizing a polyhedral-semidefinite relaxation of completely positive programs
• Improving the performance of standard solvers for quadratic 0-1 programs by a tight convex reformulation: The QCR method
• Complexity of uniqueness and local search in quadratic 0-1 programming
• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function
• Convex reformulation for binary quadratic programming problems via average objective value maximization
• On convex quadratic programs with linear complementarity constraints
• On the copositive representation of binary and continuous nonconvex quadratic programs
• Conic approximation to quadratic optimization with linear complementarity constraints
• Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
• On the Global Solution of Linear Programs with Linear Complementarity Constraints
• The Linear-Quadratic Bilevel Programming Problem
• Engineering and Economic Applications of Complementarity Problems
• Convex Analysis

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