OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints

DOI10.1023/A:1008696504163zbMath1040.90500MaRDI QIDQ1294818

Houyuan Jiang, Daniel Ralph

Publication date: 1999

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

variational inequalityconstrained optimizationoptimality conditionsMATLABdegeneracyill-conditioningcomplementarity problemmathematical programs with equilibrium constraintsbilevel programquadratic program with affine variational inequality constraintstest problem generator

Mathematics Subject Classification ID

Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

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Uses Software

• Matlab
• MINOS