This collaborative project aims at the study of the global resolution of convex programs with complementarity constraints (CPCCs), which form a large subclass of the class of mathematical programs with complementarity constraints (MPCCs). Despite the large literature on the local properties of an MPCC, there is a lack of systematic investigation on the computation of a globally optimal solution of these constrained optimization problems, or in the case where such ...
This collaborative project aims at the study of the global resolution of convex programs with complementarity constraints (CPCCs), which form a large subclass of the class of mathematical programs with complementarity constraints (MPCCs). Despite the large literature on the local properties of an MPCC, there is a lack of systematic investigation on the computation of a globally optimal solution of these constrained optimization problems, or in the case where such ...
Recently, the idea of solving certain classes of linear complementarity problems as linear programs was discussed. The present paper (1) demonstrates how these complementarity problems are related to the theory of polyhedral sets having least elements and (2) discusses the question of whether the linear programming approach can be recommended for solving them.
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