Conic optimization and complementarity problems
classification
🧮 math.OC
keywords
complementarityconicoptimizationproblemrelationshipaccessiblealthoughconditions
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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.
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