Publications

S. J. Wright, "On Reduced Convex QP Formulations of Monotone LCP Problems," Preprint ANL/MCS-P808-0400, April 2000. [pdf]

Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP formulation—one that has fewer constraints than the "standard" QP formulations—is available. We mention several instances of this class, including the known case in which the coefficient matrix in the LCP is symmetric.