A class of quadratic programs with linear complementarity constraints

Xiaojun Chen; Jane J. Ye

doi:10.1007/s11228-009-0112-5

A class of quadratic programs with linear complementarity constraints

Xiaojun Chen, Jane J. Ye

Research output: Journal article publication › Journal article › Academic research › peer-review

6 Citations (Scopus)

Abstract

We consider a class of quadratic programs with linear complementarity constraints (QPLCC) which belong to mathematical programs with equilibrium constraints (MPEC). We investigate various stationary conditions and present new and strong necessary and sufficient conditions for global and local optimality. Furthermore, we propose a Newton-like method to find an M-stationary point in finite steps without MEPC linear independence constraint qualification.

Original language	English
Pages (from-to)	113-133
Number of pages	21
Journal	Set-Valued and Variational Analysis
Volume	17
Issue number	2
DOIs	https://doi.org/10.1007/s11228-009-0112-5
Publication status	Published - 1 Dec 2009

Keywords

Mathematical programs with equilibrium constraints
Newton-like method
Nonsmooth optimization
Stationary points

ASJC Scopus subject areas

Analysis
Applied Mathematics
Geometry and Topology
Numerical Analysis
Statistics and Probability

More information

10.1007/s11228-009-0112-5

Cite this

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KW - Nonsmooth optimization

KW - Stationary points

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A class of quadratic programs with linear complementarity constraints

Abstract

Keywords

ASJC Scopus subject areas

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