返回
LCQPow: a solver for linear complementarity quadratic programs
DOI:10.1007/s12532-024-00272-w.png)
摘要
En 中文
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in engineering and economics, and they are challenging to solve due to their structural violation of standard constraint qualifications, and highly nonconvex, nonsmooth feasible sets. This work extends a previously presented algorithm based on a sequential convex programming approach applied to a standard penalty reformulation. We examine the behavior of local convergence and introduce new algorithmic features. Competitive performance profiles are presented in comparison to state-of-the-art solvers and solution variants in both existing and new benchmarks.
Keyword:
Optimization
Complementarity constraints
Sequential convex programming
Hybrid systems
期刊
IF:
3.6
论文数:
198
被引数:
1.9K
机构
引用论文
Oriented construction of the Mixed-metal organic framework with triazine hexacarboxylic acid and fluorescence detection: Fe3+, Cr2O72- and TNP
Polyhedron
IF0
Mechanism of particle formation in radical emulsion copolymerization of styrene with α-tert-butoxy-ω-vinylbenzyl-polyglycidol macromonomer
Polymer
IF0

