An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints.
Masao FukushimaPaul TsengPublished in: SIAM J. Optim. (2002)
Keyphrases
- stationary points
- active set
- mathematical program
- objective function
- constrained optimization
- search space
- learning algorithm
- mathematical programming
- fixed point
- computational complexity
- linear programming
- simulated annealing
- convergence rate
- optimal solution
- probabilistic model
- dynamic programming
- genetic algorithm