Branch-and-cut for complementarity-constrained optimization.

Ismael R. de Farias Jr.Ernee Kozyreff Ming Zhao

Published in: Math. Program. Comput. (2014)

Keyphrases

constrained optimization
constraint handling
unconstrained optimization
objective function
constrained optimization problems
penalty function
augmented lagrangian
interval analysis
iterative methods
inequality constraints
penalty functions
closed form solutions
lagrange multipliers
lagrange multiplier method