N.v. Thoai, Y. Yamamoto and A. Yoshise Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints
نویسنده
چکیده
We propose a method for finding a global optimal solution of programs with linear complementarity constraints. The program arises for instance from the bilevel programs. The main idea of the method is to generate a sequence of points either ending at a global optimal solution within a finite number of iterations or converging to a global optimal solution. The construction of such a sequence is based on the techniques such as branch and bound technique, which are used successfully in global optimization. Some results on a numerical test of the algorithm are reported.
منابع مشابه
Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints
We propose a method for finding a global optimal solution of programs with linear complementarity constraints. The program arises for instance from the bilevel programs. The main idea of the method is to generate a sequence of points either ending at a global optimal solution within a finite number of iterations or converging to a global optimal solution. The construction of such a sequence is ...
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