On reduced convex QP formulations of monotone LCPs.
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.
- Research Organization:
- Argonne National Laboratory (ANL)
- Sponsoring Organization:
- SC
- DOE Contract Number:
- AC02-06CH11357
- OSTI ID:
- 942952
- Report Number(s):
- ANL/MCS/JA-36226
- Journal Information:
- Math. Program., Series A, Journal Name: Math. Program., Series A Journal Issue: 3 ; May 2001 Vol. 90; ISSN 0025-5610
- Country of Publication:
- United States
- Language:
- ENGLISH
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