A Class of Quadratic Programs with Linear Complementarity Constraints

نویسندگان

  • Xiaojun Chen
  • Jane J. Ye
چکیده

We consider a class of quadratic programs with linear complementarity constraints (QPLCC) which belong to mathematical programs with equilibrium constraints (MPEC). We investigate various stationary conditions and present new and strong necessary and sufficient conditions for global and local optimality. Furthermore, we propose a Newton-like method to find an M-stationary point in finite steps without MEPC linear independence constraint qualification.

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تاریخ انتشار 2009