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On reduced convex QP formulations of monotone LCPs

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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.

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Authors and Affiliations

  1. Mathematics and Computer Science Division, Argonne National Laboratory, 9700 South Cass Avenue, Argonne, Illinois 60439; e-mail: wright@mcs.anl.gov, , , , , , US

    Stephen J. Wright

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  1. Stephen J. Wright
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Received: May 2000 / Accepted: February 22, 2001¶Published online April 12, 2001

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Wright, S. On reduced convex QP formulations of monotone LCPs. Math. Program. 90, 459–473 (2001). https://doi.org/10.1007/PL00011431

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  • DOI: https://doi.org/10.1007/PL00011431

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