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What is Sequential Linear Programming for GLCP about?
This document summarizes a sequential linear programming method for solving the generalized linear complementarity problem (GLCP). It begins by reformulating the GLCP as an equivalent optimization problem and proving it has a vertex solution. It then presents an algorithm that solves a sequence of linear programs to generate iterates converging to a solution or stationary point of the reformulated problem. The document provides proofs of convergence and necessary optimality conditions. It concludes by repor
- Author
- Pavan Sandeep V V
- Language
- EN