An interior point algorithm for convex quadratic programming with strict equilibrium constraints.

Rachid Benouahboun Abdelatif Mansouri

Published in: RAIRO Oper. Res. (2005)

Keyphrases

interior point algorithm
convex quadratic programming
variational inequalities
primal dual
linear programming
sensitivity analysis
convex optimization
linear program
interior point methods
cooperative
game theory
constraint programming
simplex method
multicriteria optimization