On solving linear complementarity problems by DC programming and DCA
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Publication:409266
DOI10.1007/S10589-011-9398-YzbMATH Open1237.90234OpenAlexW1965834410MaRDI QIDQ409266FDOQ409266
Publication date: 12 April 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-011-9398-y
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Cites Work
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- Discrete tomography by convex--concave regularization and D.C. programming
- Computational complexity of LCPs associated with positive definite symmetric matrices
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- On the resolution of monotone complementarity problems
- Handbook of test problems in local and global optimization
- Quadratic programming with one negative eigenvalue is NP-hard
- Iterative methods for linear complementarity problems with upperbounds on primary variables
- Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- Solution of a general linear complementarity problem using smooth optimization and its application to bilinear programming and LCP
- Variational reconstruction with DC-programming
- On smoothing methods for the \(P_{0}\) matrix linear complementarity problem
- A class of linear complementarity problems solvable in polynomial time
- Enumeration approach for linear complementarity problems based on a reformulation-linearization technique
- Global Optimization Approach to the Linear Complementarity Problem
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- A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P0LCPs
- On the solution of NP-hard linear complementarity problems
Cited In (22)
- DC Programming and DCA for General DC Programs
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- Solving nonmonotone affine variational inequalities problem by DC programming and DCA
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- Accelerating the DC algorithm for smooth functions
- DC programming and DCA: thirty years of developments
- On solving difference of convex functions programs with linear complementarity constraints
- Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming
- A class of semi-supervised support vector machines by DC programming
- An efficient combined DCA and B\&B using DC/SDP relaxation for globally solving binary quadratic programs
- A new concave minimization algorithm for the absolute value equation solution
- A branch-and-bound algorithm embedded with DCA for DC programming
- An experimental study of a DC optimization algorithm for bimatrix games
- Solving DC programs using the cutting angle method
- An efficient DCA algorithm for solving non-monotone affine variational inequality problem
- Computing B-Stationary Points of Nonsmooth DC Programs
- Alternating DC algorithm for partial DC programming problems
- Algorithms for linear programming with linear complementarity constraints
- DC programming and DCA for solving Brugnano-Casulli piecewise linear systems
- A sub-additive DC approach to the complementarity problem
- The boosted DC algorithm for linearly constrained DC programming
- Optimization based DC programming and DCA for hierarchical clustering
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