A unified tool for solving uni-parametric linear programs, convex quadratic programs, and linear complementarity problems
摘要
We introduce a new technique for solving uni-parametric versions of linear programs, convex quadratic programs, and linear complementarity problems in which a single parameter is permitted to be present in any of the input data. We demonstrate the use of our method on a small, motivating example and present the results of a small number of computational tests demonstrating its utility for relatively large-scale problems.