| Article ID: | iaor2002963 |
| Country: | Germany |
| Volume: | 90 |
| Issue: | 3 |
| Start Page Number: | 459 |
| End Page Number: | 473 |
| Publication Date: | Jan 2001 |
| Journal: | Mathematical Programming |
| Authors: | Wright S.J. |
| Keywords: | complementarity |
Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP formulation – one that has fewer constraints than the ‘standard’ QP formulation – is available. We mention several instances of this class, including the known case in which the coefficient matrix in the LCP is symmetric.