论文信息 - On reduced convex QP formulations of monotone LCPs

On reduced convex QP formulations of monotone LCPs

Abstract.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 coefficient matrix in the LCP is symmetric.

Stephen J. Wright

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