Linear programming (LP) and quadratic programming (QP) have been broadly applied to analyze commodity- and sector-related issues. Linear complementarity programming (LCP), which encompasses LP and QP as special cases, has also been advocated as a useful tool to analyze commodity markets. This paper discusses the unique features of LCP that differentiate it from QP. To show the differences between LCP and QP clearly, it develops LCP and QP global investment...
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详细
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1983/06/30
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大宗商品工作文件
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DWC8302
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1
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1
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2017/12/16
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Disclosed
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A positive use of linear complementarity programming to analyze commodity- and sector-related issues - a global investment model as an example
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raw material