Author(s):
Júdice, Joaquim 
; Sherali, Hanif ; Ribeiro, Isabel ; Faustino, Ana
Date: 2006
Persistent ID: http://hdl.handle.net/10316/7732
Origin: Estudo Geral - Universidade de Coimbra
Document details
A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathemat...
Description
Abstract In this paper a branch-and-bound algorithm is proposed for finding a global minimum to a Mathematical Programming Problem with Complementarity (or Equilibrium) Constraints (MPECs), which incorporates disjunctive cuts for computing lower bounds and employs a Complementarity Active-Set Algorithm for computing upper bounds. Computational results for solving MPECs associated with Bilivel Problems, NP-hard Linear Complementarity Problems, and Hinge Fitting Problems are presented to highlight the efficacy of the procedure in determining a global minimum for different classes of MPECs. http://dx.doi.org/10.1007/s10898-006-9001-8
Abstract In this paper a branch-and-bound algorithm is proposed for finding a global minimum to a Mathematical Programming Problem with Complementarity (or Equilibrium) Constraints (MPECs), which incorporates disjunctive cuts for computing lower bounds and employs a Complementarity Active-Set Algorithm for computing upper bounds. Computational results for solving MPECs associated with Bilivel Problems, NP-hard Linear Complementarity Problems, and Hinge Fitting Problems are presented to highlight the efficacy of the procedure in determining a global minimum for different classes of MPECs. http://dx.doi.org/10.1007/s10898-006-9001-8
Document Type
Article
Language English
Language English
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