On Reduced Convex QP Formulations of

نویسنده

  • Stephen J. Wright
چکیده

Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP formulation|one that has fewer constraints than the \standard" QP formulation|is available. We mention several instances of this class, including the known case in which the coe cient matrix in the LCP is symmetric.

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تاریخ انتشار 2001