On linear programs with linear complementarity constraints
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Publication:452341
DOI10.1007/S10898-010-9644-3zbMATH Open1254.90111OpenAlexW2131524354MaRDI QIDQ452341FDOQ452341
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Cited In (46)
- Convexification techniques for linear complementarity constraints
- Solving linear programs with complementarity constraints using branch-and-cut
- Flexible linear programs with a restricted overall flexibility level
- A combinatorial bound for linear programming and related problems
- Linear programs for constraint satisfaction problems
- Cardinality minimization, constraints, and regularization: a survey
- Three modeling paradigms in mathematical programming
- Low-Dimensional Linear Programming with Violations
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem
- The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints
- Optimization-free robust MPC around the terminal region
- Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
- A linear complementarity based characterization of the weighted independence number and the independent domination number in graphs
- On solving difference of convex functions programs with linear complementarity constraints
- A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
- Comments on: Algorithms for linear programming with linear complementarity constraints
- Comments on: Algorithms for linear programming with linear complementarity constraints
- Relaxations and cutting planes for linear programs with complementarity constraints
- Risk-averse models in bilevel stochastic linear programming
- Nonconvex robust programming via value-function optimization
- Global optimization method for solving mathematical programs with linear complementarity constraints
- Solving the linear complementarity problem through concave programming
- On the weakest constraint qualification for sharp local minimizers
- An LPCC approach to nonconvex quadratic programs
- On linear problems with complementarity constraints
- On the adjustment problem for linear programs
- Enhanced models and improved solution for competitive biofuel supply chain design under land use constraints
- Convex quadratic relaxations of nonconvex quadratically constrained quadratic programs
- Convexification techniques for linear complementarity constraints
- A class of quadratic programs with linear complementarity constraints
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
- A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
- The Linear Complementarity Problems with a Few Variables per Constraint
- An enhanced logical benders approach for linear programs with complementarity constraints
- MPEC methods for bilevel optimization problems
- On the Global Solution of Linear Programs with Linear Complementarity Constraints
- Obtaining tighter relaxations of mathematical programs with complementarity constraints
- Algorithms for linear programming with linear complementarity constraints
- On convex quadratic programs with linear complementarity constraints
- A projection-based reformulation and decomposition algorithm for global optimization of a class of mixed integer bilevel linear programs
- Branch-and-cut for linear programs with overlapping SOS1 constraints
- Using quadratic convex reformulation to tighten the convex relaxation of a quadratic program with complementarity constraints
- Title not available (Why is no real title available?)
- On independent cliques and linear complementarity problems
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