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Title: | Optimization with linear complementarity constraints | Authors: | Júdice, Joaquim | Keywords: | linear complementarity problems; global optimization; nonlinear programming; integer programming | Issue Date: | 2014 | Publisher: | Sociedade Brasileira de Pesquisa Operacional | Serial title, monograph or event: | Pesquisa Operacional | Volume: | 34 | Issue: | 3 | Abstract: | 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 in several areas of science, engineering and economics and is also an important tool for the solution of some NP-hard structured and nonconvex optimization problems, such as bilevel, bilinear and nonconvex quadratic programs and the eigenvalue complementarity problem. In this paper some of the most relevant applications of the MPLCC and formulations of nonconvex optimization problems asMPLCCs are first presented. Algorithms for computing a feasible solution, a stationary point and a global minimum for the MPLCC are next discussed.Themost important nonlinear programmingmethods, complementarity algorithms, enumerative techniques and 0−1 integer programming approaches for the MPLCC are reviewed. Some comments about the computational performance of these algorithms and a few topics for future research are also included in this survey. | URI: | https://hdl.handle.net/10316/109518 | ISSN: | 0101-7438 | DOI: | 10.1590/0101-7438.2014.034.03.0559 | Rights: | openAccess |
Appears in Collections: | I&D IT - Artigos em Revistas Internacionais |
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