Abstract
In order to find a global solution for a quadratic program with linear complementarity constraints (QPLCC) more quickly than some existing methods, we consider to embed a local search method into a global search method. To say more specifically, in a branch-and-bound algorithm for solving QPLCC, when we find a new feasible solution to the problem, we utilize an extreme point algorithm to obtain a locally optimal solution which can provide a better bound and help us to trim more branches. So, the global algorithm can be accelerated. A preliminary numerical experiment was conducted which supports the new algorithm. © 2002 Elsevier Science B.V. All rights reserved.
| Original language | English |
|---|---|
| Pages (from-to) | 77-87 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 146 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Sept 2002 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Funding
This research is partially supported by City University of Hong Kong under its Strategic Research Grant #7000866 and the National Natural Science Foundation of China under the Grant # 19901002.
Research Keywords
- Branch-and-bound algorithm
- Extreme point
- Globally optimal solution
- Linear complementarity
- Mathematical program with equilibrium constraints
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