Conic optimization and complementarity problems
Optimization and Control
2016-07-19 v1
Abstract
Although the Karush-Kuhn-Tucker conditions suggest a connection between a conic optimization problem and a complementarity problem, it is difficult to find an accessible explicit form of this relationship in the literature. This note will present such a relationship.
Cite
@article{arxiv.1607.05161,
title = {Conic optimization and complementarity problems},
author = {S. Z. Németh and Guohan Zhang},
journal= {arXiv preprint arXiv:1607.05161},
year = {2016}
}