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Algorithms for linear programming with linear complementarity constraints. (English) Zbl 1267.90108
Summary: Linear programming with linear complementarity constraints (LPLCC) is an area of active research in optimization, due to its many applications, algorithms, and theoretical existence results. In this paper, a number of formulations for important nonconvex optimization problems is first reviewed. The most relevant algorithms for computing a complementary feasible solution, a stationary point, and a global minimum for the LPLCC are also surveyed, together with some comments about their efficiency and efficacy in practice.

MSC:
90C26 Nonconvex programming, global optimization
90C30 Nonlinear programming
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Software:
MINOS; BARON; MacMPEC
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