OPTIMIZATION WITH LINEAR COMPLEMENTARITY CONSTRAINTS
A Mathematical Program with Linear Complementarity Constraints (MPLCC) is an optimization problem where a continuously differentiable function is minimized on a set defined by linear constraints and complementarity conditions on pairs of complementary variables. This problem finds many applications...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
Sociedade Brasileira de Pesquisa Operacional
2014-12-01
|
Series: | Pesquisa Operacional |
Subjects: | |
Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300559&lng=en&tlng=en |