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...

Full description

Bibliographic Details
Main Author: Joaquim Júdice
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