An algorithm for global solution to bi-parametric linear complementarity constrained linear programs.
Yu-Ching LeeJong-Shi PangJohn E. MitchellPublished in: J. Glob. Optim. (2015)
Keyphrases
- global solution
- linear program
- linear programming
- strongly polynomial
- computational complexity
- np hard
- objective function
- simplex method
- dynamic programming
- primal dual
- linear systems
- optimal solution
- extreme points
- learning algorithm
- simulated annealing
- optimization algorithm
- linear programming problems
- mathematical model
- convergence rate
- convergence speed
- cost function