A pivoting algorithm for linear programming with linear complementarity constraints.

Haw-ren Fang Sven Leyffer Todd S. Munson

Published in: Optim. Methods Softw. (2012)

Keyphrases

algorithm for linear programming
linear constraints
affine scaling
linear programming
primal dual
linear inequalities
real time
incomplete information
data sets
closed form
closed form solutions
simplex method
search algorithm
computational complexity
upper bound
mixed integer