A class of quadratic programs with linear complementarity constraints
DOI10.1007/S11228-009-0112-5zbMATH Open1191.90042OpenAlexW2030044614MaRDI QIDQ833022FDOQ833022
Authors: Xiaojun Chen, Jane J. Ye
Publication date: 11 August 2009
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-009-0112-5
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Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
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Cited In (16)
- On quasiblock discrete programming problems with supplementary constraints
- Conic approximation to quadratic optimization with linear complementarity constraints
- On conic QPCCs, conic QCQPs and completely positive programs
- On alternative optimal solutions to quasimonotonic programming with linear constraints
- A note on a quadratic formulation for linear complementarity problems
- A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
- Compact linearization for binary quadratic problems subject to assignment constraints
- Title not available (Why is that?)
- Direct pseudo-spectral method for optimal control of obstacle problem-an optimal control problem governed by elliptic variational inequality
- An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
- On convex quadratic programs with linear complementarity constraints
- Newton-type method for a class of mathematical programs with complementarity constraints
- A note on composite concave quadratic programming
- The C-index: a new stability concept for quadratic programs with complementarity constraints
- Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
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