Further Developments in the Global Resolution of Convex Programs with Complementarity Constraints

Abstract

This projects aim to study the class of convex programs with complementarity constraints for the design of algorithms for their global and local resolution and to investigate applications of such problems. The major accomplishments during the reporting period are several fold. Specifically, we have (1) completed a omprehensive investigation of the difference-of-convex approach for solving a linear program with linear complementarity constraints; this is the first step in utilizing this approach for nonlinear programs with same constraints; (2) developed a logical Benders based algorithm for the global resolution of convex quadratic programs with complementarity constraints, possibly with additional binary variables.

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Document Details

Document Type
Technical Report
Publication Date
Jul 23, 2018
Accession Number
AD1059128

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People

  • Jong-shi Pang

Organizations

  • University of Southern California

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