A computational analysis of LCP methods for bilinear and concave quadratic programming

DOI10.1016/0305-0548(91)90002-9MaRDI QIDQ1184453zbMATH OpenOpenAlexFDO

Authors Joaquim J. Júdice, Ana M. Faustino

Publication date 28 June 1992

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(91)90002-9

zbMATH Keywords

branch-and-boundbilinear programmingconcave quadratic programsequential linear complementarity

Mathematics Subject Classification ID

Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A New and Efficient Algorithm for a Class of Portfolio Selection Problems
• A computational analysis of LCP methods for bilinear and concave quadratic programming
• A cutting plane algorithm for solving bilinear programs
• A cutting plane algorithm for the bilinear programming problem
• A finitely convergent algorithm for bilinear programming problems using polar cuts and disjunctive face cuts
• A new polynomial-time algorithm for linear programming
• A note on the solution of bilinear programming problems by reduction to concave minimization
• A parallel algorithm for constrained concave quadratic global minimization
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• An experimental investigation of enumerative methods for the linear complementarity problem
• An extension of the linear complementary problem
• Bilinear programming: An exact algorithm
• Constrained global optimization: algorithms and applications
• Links between linear bilevel and mixed 0-1 programming problems
• Maximization of A convex quadratic function under linear constraints
• Note on a Fundamental Theorem in Quadratic Programming
• Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods

Cited in

(16)

• Solving American option optimal control problems in financial markets using a novel neural network
• A computational analysis of LCP methods for bilinear and concave quadratic programming
• scientific article; zbMATH DE number 4189490 (Why is no real title available?)
• Generation of disjointly constrained bilinear programming test problems
• A modified simplex approach for solving bilevel linear programming problems
• Optimal cycle for a signalized intersection using global optimization and complementarity
• Linear, quadratic, and bilinear programming approaches to the linear complementarity problem
• On the solution of NP-hard linear complementarity problems
• Algorithms for linear programming with linear complementarity constraints
• A new technique for generating quadratic programming test problems
• A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints
• Accelerating convergence of cutting plane algorithms for disjoint bilinear programming
• A sequential LCP method for bilevel linear programming
• A global supply chain model with transfer pricing and transportation cost allocation
• On a Markov Decision Process problem involving the Maximum of the Difference between two functions: Technical Note
• On the solution and complexity of a generalized linear complementarity problem

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