Title
Some Fundamental Properties of Successive Convex Relaxation Methods on LCP and Related Problems
Abstract
General successive convex relaxation methods (SRCMs) can be used to compute the convex hull of any compact set, in an Euclidean space, described by a system of quadratic inequalities and a compact convex set. Linear complementarity problems (LCPs) make an interesting and rich class of structured nonconvex optimization problems. In this paper, we study a few of the specialized lift-and-project methods and some of the possible ways of applying the general SCRMs to LCPs and related problems.
Year
DOI
Venue
2002
10.1023/A:1020300717650
Journal of Global Optimization
Keywords
Field
DocType
Nonconvex quadratic optimization,Linear complementarity problem,Semidefinite programming,Global optimization,SDP relaxation,Convex relaxation,Lift-and-project procedures
Mathematical optimization,Convex combination,Mathematical analysis,Convex set,Convex hull,Subderivative,Convex polytope,Proper convex function,Convex optimization,Convex analysis,Mathematics
Journal
Volume
Issue
ISSN
24
3
1573-2916
Citations 
PageRank 
References 
4
0.56
8
Authors
2
Name
Order
Citations
PageRank
Masakazu Kojima11603222.51
Levent Tun&#231/el240.56