Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
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DOI: 10.1007/s10957-007-9231-z
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- Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
- Joaquim Júdice & Ana Faustino & Isabel Ribeiro, 2002. "On the solution of NP-hard linear complementarity problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 125-145, June.
- M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
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Cited by:
- Joaquim Júdice, 2012. "Algorithms for linear programming with linear complementarity constraints," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 4-25, April.
- Andreani, R. & Júdice, J.J. & Martínez, J.M. & Martini, T., 2016. "Feasibility problems with complementarity constraints," European Journal of Operational Research, Elsevier, vol. 249(1), pages 41-54.
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Keywords
Local optimization; Complementarity; Mathematical programming problem with equilibrium constraints; Active-set algorithm;All these keywords.
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