TY  - JOUR
U1  - Wissenschaftlicher Artikel
A1  - Hall, Jonas
A1  - Nurkanović, Armin
A1  - Messerer, Florian
A1  - Diehl, Moritz
T1  - LCQPow: a solver for linear complementarity quadratic programs
JF  - Mathematical Programming Computation
N2  - 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.
AB  - 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.
Y1  - 2024
SN  - 1867-2949
SS  - 1867-2949
U6  - https://doi.org/10.1007/s12532-024-00272-w
DO  - https://doi.org/10.1007/s12532-024-00272-w
VL  - 17
IS  - 1
SP  - 81
EP  - 109
S1  - 29
PB  - Springer Science and Business Media LLC
ER  -