Bai, Lijie; Mitchell, John; Pang, Jong-Shi - In: Computational Optimization and Applications 54 (2013) 3, pp. 517-554
The paper shows that the global resolution of a general convex quadratic program with complementarity constraints (QPCC), possibly infeasible or unbounded, can be accomplished in finite time. The method constructs a minmax mixed integer formulation by introducing finitely many binary variables,...