A class of quadratic programs with linear complementarity constraints
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Cites work
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- scientific article; zbMATH DE number 1059222 (Why is no real title available?)
- A nonsmooth version of Newton's method
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- An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
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- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- FINITE DIFFERENCE SMOOTHING SOLUTIONS OF NONSMOOTH CONSTRAINED OPTIMAL CONTROL PROBLEMS
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- Implicit Runge–Kutta Methods for Lipschitz Continuous Ordinary Differential Equations
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Cited in
(16)- Conic approximation to quadratic optimization with linear complementarity constraints
- An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
- scientific article; zbMATH DE number 3988071 (Why is no real title available?)
- On convex quadratic programs with linear complementarity constraints
- Newton-type method for a class of mathematical programs with complementarity constraints
- A note on composite concave quadratic programming
- A note on a quadratic formulation for linear complementarity problems
- On alternative optimal solutions to quasimonotonic programming with linear constraints
- A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
- On quasiblock discrete programming problems with supplementary constraints
- On conic QPCCs, conic QCQPs and completely positive programs
- Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
- The C-index: a new stability concept for quadratic programs with complementarity constraints
- Compact linearization for binary quadratic problems subject to assignment 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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