Set-Valued and Variational Analysis

, Volume 17, Issue 2, pp 113–133 | Cite as

A Class of Quadratic Programs with Linear Complementarity Constraints

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Abstract

We consider a class of quadratic programs with linear complementarity constraints (QPLCC) which belong to mathematical programs with equilibrium constraints (MPEC). We investigate various stationary conditions and present new and strong necessary and sufficient conditions for global and local optimality. Furthermore, we propose a Newton-like method to find an M-stationary point in finite steps without MEPC linear independence constraint qualification.

Keywords

Nonsmooth optimization Newton-like method Stationary points Mathematical programs with equilibrium constraints 

Mathematics Subject Classifications (2000)

90C30 90C33 90C26 
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Copyright information

© Springer Science+Business Media B.V. 2009

Authors and Affiliations

  1. 1.Department of Applied MathematicsThe Hong Kong Polytechnic UniversityHong KongChina
  2. 2.Department of Mathematics and StatisticsUniversity of VictoriaVictoriaCanada

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