Article ID: | iaor20123785 |
Volume: | 20 |
Issue: | 1 |
Start Page Number: | 4 |
End Page Number: | 25 |
Publication Date: | Apr 2012 |
Journal: | TOP |
Authors: | Jdice Joaquim |
Keywords: | optimization |
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.