UnivTrevesV1, Main, Exploration, bibRecord, 001813

Global optimization method for solving mathematical programs with linear complementarity constraints

Identifieur interne : 001813 ( Main/Exploration ); précédent : 001812; suivant : 001814

Global optimization method for solving mathematical programs with linear complementarity constraints

Auteurs : N. V. Thoai [Allemagne] ; Y. Yamamoto [Japon] ; A. Yoshise [Japon]

Source :

Journal of optimization theory and applications [ 0022-3239 ] ; 2005.

RBID : Pascal:05-0234499

Descripteurs français

Pascal (Inist)
- Optimum global, Méthode optimisation, Programmation mathématique, Programmation linéaire, Problème complémentarité, Solution globale, Solution optimale, Méthode séparation et évaluation, Méthode numérique, Condition équilibre, Programmation 2 niveaux.

English descriptors

KwdEn :
- Bilevel programming, Branch and bound method, Complementarity problem, Equilibrium condition, Global optimum, Global solution, Linear programming, Mathematical programming, Numerical method, Optimal solution, Optimization method.

Abstract

We propose a method for finding a global optimal solution of programs with linear complementarity constraints. This problem arises for instance in bilevel programming. The main idea of the method is to generate a sequence of points either ending at a global optimal solution within a finite number of iterations or converging to a global optimal solution. The construction of such sequence is based on branch-and-bound techniques, which have been used successfully in global optimization. Results on a numerical test of the algorithm are reported.

Affiliations:

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Le document en format XML

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<front><div type="abstract" xml:lang="en">We propose a method for finding a global optimal solution of programs with linear complementarity constraints. This problem arises for instance in bilevel programming. The main idea of the method is to generate a sequence of points either ending at a global optimal solution within a finite number of iterations or converging to a global optimal solution. The construction of such sequence is based on branch-and-bound techniques, which have been used successfully in global optimization. Results on a numerical test of the algorithm are reported.</div>
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Global optimization method for solving mathematical programs with linear complementarity constraints

Global optimization method for solving mathematical programs with linear complementarity constraints

Source :

Descripteurs français

English descriptors

Abstract

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Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

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