论文标题
LCQPOW-线性互补性二次程序的求解器
LCQPow -- A Solver for Linear Complementarity Quadratic Programs
论文作者
论文摘要
在本文中，我们介绍了用C ++编写的开源软件包，以有效地找到具有线性互补性约束的二次编程问题的解决方案。这些问题出现在工程和经济学中的广泛应用中，由于结构性违反标准约束资格的结构违反，并且高度非convex，非平滑的可行设置，它们在解决方案方面具有挑战性。这项工作扩展了先前介绍的算法，该算法基于应用于标准罚款重新重新制定的顺序凸编程方法。我们检查了局部收敛的行为，并引入了新的算法特征。与现有基准和新基准的最先进的求解器和解决方案变体相比，介绍了竞争性能概况。
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in engineering and economics, and they are challenging to solve due to their structural violation of standard constraint qualifications, and highly nonconvex, nonsmooth feasible sets. This work extends a previously presented algorithm based on a sequential convex programming approach applied to a standard penalty reformulation. We examine the behavior of local convergence and introduce new algorithmic features. Competitive performance profiles are presented in comparison to state-of-the-art solvers and solution variants in both existing and new benchmarks.
