On linear programs with linear complementarity constraints
From MaRDI portal
Publication:452341
DOI10.1007/S10898-010-9644-3zbMATH Open1254.90111OpenAlexW2131524354MaRDI QIDQ452341FDOQ452341
Authors: Jing Hu, John E. Mitchell, Jong-Shi Pang, Bin Yu 
Publication date: 20 September 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-010-9644-3
Recommendations
- Solving linear programs with complementarity constraints using branch-and-cut
- On the Global Solution of Linear Programs with Linear Complementarity Constraints
- Algorithms for linear programming with linear complementarity constraints
- Convexification techniques for linear complementarity constraints
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
cross-validated support vector regressionhierarchical programminginverse programminglinear programs with linear complementarity constraintspiecewise linear programmingquantile minimization
Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Matrix Analysis
- Title not available (Why is that?)
- Foundations of bilevel programming
- An overview of bilevel optimization
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Title not available (Why is that?)
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- A collection of test problems for constrained global optimization algorithms
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- A Hierarchy of Relaxations between the Continuous and Convex Hull Representations for Zero-One Programming Problems
- On the Global Solution of Linear Programs with Linear Complementarity Constraints
- Cones of Matrices and Set-Functions and 0–1 Optimization
- Intersection Cuts—A New Type of Cutting Planes for Integer Programming
- Is bilevel programming a special case of a mathematical program with complementarity constraints?
- New branch-and-Cut algorithm for bilevel linear programming
- Choosing multiple parameters for support vector machines
- Positive definite completions of partial Hermitian matrices
- Handbook of test problems in local and global optimization
- A polyhedral study of nonconvex quadratic programs with box constraints
- Mixed-integer models for nonseparable piecewise-linear optimization: unifying framework and extensions
- Introduction to global optimization.
- An augmented Lagrangian method for a class of Inverse quadratic programming problems
- A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations
- Enhancing RLT relaxations via a new class of semidefinite cuts
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- A Branch-and-Cut Algorithm Without Binary Variables for Nonconvex Piecewise Linear Optimization
- Inverse Optimization
- Lift-and-project for mixed 0-1 programming: recent progress
- Models for representing piecewise linear cost functions
- An LPCC approach to nonconvex quadratic programs
- Leave-One-Out Bounds for Support Vector Regression Model Selection
- Nonconvex, lower semicontinuous piecewise linear optimization
- A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
- Linear programming relaxations of quadratically constrained quadratic programs
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- Title not available (Why is that?)
- A precise correspondence between lift-and-project cuts, simple disjunctive cuts, and mixed integer gomory cuts for 0-1 programming
- Title not available (Why is that?)
- Hierarchical optimization: An introduction
- On the global minimization of the value-at-risk
- Title not available (Why is that?)
- Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
- Inverse conic programming with applications
- A unifying framework for several cutting plane methods for semidefinite programming
- Title not available (Why is that?)
- Radius Margin Bounds for Support Vector Machines with the RBF Kernel
- Classification model selection via bilevel programming
- A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
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 that?)
- On independent cliques and linear complementarity problems
This page was built for publication: On linear programs with linear complementarity constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q452341)
