This is a preview. Log in through your library . Abstract A method is given for maximizing a linear function subject to a quadratic and a number of linear constraints. The method differs from general ...

Mathematical programming with vanishing constraints (MPVC) represents a challenging class of optimisation problems where certain constraints become inactive—or “vanish”—depending on specific ...

Example 8.9: Linear Programming The two-phase method for linear programming can be used to solve the problem A routine written in IML to solve this problem follows. The approach appends slack, surplus ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...

In this paper we consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by ...