A note on a quadratic formulation for linear complementarity problems

DOI10.1007/BF00939336MaRDI QIDQ1090251zbMATH OpenFDO

Authors B. George

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

linear complementarityquadratic formulation

Mathematics Subject Classification ID

Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 3605873 (Why is no real title available?)
• A dual differentiable exact penalty function
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Solution of symmetric linear complementarity problems by iterative methods
• Solving the Linear Complementarity Problem in Circuit Simulation
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation

Cited in

(12)

• scientific article; zbMATH DE number 4185418 (Why is no real title available?)
• A method of complementary basis for quadratic programming
• A polyhedral study of nonconvex quadratic programs with box constraints
• Active constraints, indefinite quadratic test problems, and complexity
• A note on composite concave quadratic programming
• A dual exact penalty formulation for the linear complementarity problem
• Polynomial time algorithms for some classes of constrained nonconvex quadratic problems
• An LP-based successive overrelaxation method for linear complementarity problems
• scientific article; zbMATH DE number 4154237 (Why is no real title available?)
• Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems
• On reduced convex QP formulations of monotone LCPs
• A note on reduction of quadratic and bilinear programs with equality constraints

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