A study of the difference-of-convex approach for solving linear programs with complementarity constraints.
Francisco Jara-MoroniJong-Shi PangAndreas WächterPublished in: Math. Program. (2018)
Keyphrases
- linear program
- linear programming problems
- linear programming
- convex functions
- semi infinite
- integer program
- simplex method
- linear relaxation
- mixed integer
- mixed integer program
- optimal solution
- primal dual
- lagrange multipliers
- linear inequalities
- quadratic program
- dual variables
- convex optimization problems
- reinforcement learning
- market equilibrium
- convex programming
- nonlinear programming
- multiple objectives
- convex optimization
- np hard
- objective function