Algorithms for Linear Programming with Linear Complementarity Constraints
J. Júdice
Abstract
Linear
programming with linear complementarity constraints (LPLCC) is an area
of active research in Optimization, due to its many applications,
algorithms, and theoretical existence results. In this paper, a number
of formulations for important nonconvex optimization problems are first
reviewed. The most relevant algorithms for computing a complementary
feasible solution, a stationary point, and a global minimum for the
LPLCC are also surveyed, together with some comments about their
efficiency and efficacy in practice.