A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
Sign Up to like & getrecommendations! Published in 2019 at "Optimization Letters"
DOI: 10.1007/s11590-018-1337-8
Abstract: This paper proposes a new second-order cone programming (SOCP) relaxation for convex quadratic programs with linear complementarity constraints. The new SOCP relaxation is derived by exploiting the technique that two positive semidefinite matrices can be… read more here.
Keywords: relaxation; linear complementarity; socp relaxation; complementarity constraints ... See more keywords
Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2017064
Abstract: Quadratic programs with complementarity constraints (QPCC) are NP-hard due to the nonconvexity of complementarity relation between the pairs of nonnegative variables. Most of the existing solvers are capable of solving QPCC by finding stationary solutions,… read more here.
Keywords: programs convex; quadratic programs; solving quadratic; complementarity constraints ... See more keywords