Global Optimization and the Geometric Complementarity Problem

  • Reiner Horst
  • N. V. Thoai


We survey briefly recent studies on the relationship between global optimization and the problem of finding a point in the difference of two convex sets (Geometric Complementarity Problem GCP). This relationship is of interest because, for large problem classes, transcending stationarity is equivalent to a special GCP. Moreover, the complementarity viewpoint often leads to dimension reduction techniques which can substantially reduce the computational effort of solving certain special-structured global optimization problems.


Global Optimization Linear Complementarity Problem Global Optimization Problem Convex Minimization Problem Dimension Reduction Technique 
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Copyright information

© Springer-Verlag Berlin · Heidelberg 1993

Authors and Affiliations

  • Reiner Horst
  • N. V. Thoai
    • 1
  1. 1.FB IV — MathematikUniversity of TrierTrierGermany

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