QPECgen, a MATLAB Generator for Mathematical Programs with Quadratic Objectives and Affine Variational Inequality Constraints

We describe a technique for generating a special class, called QPEC, of mathematical programs with equilibrium constraints, MPEC. A QPEC is a quadratic MPEC, that is an optimization problem whose objective function is quadratic, first-level constraints are linear, and second-level (equilibrium) constraints are given by a parametric affine variational… CONTINUE READING