Solving linear programs with complementarity constraints using branch-and-cut
نویسندگان
چکیده
منابع مشابه
Solving Linear Programs with Complementarity Constraints using Branch-and-Cut
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a modeling paradigm for a broad collection of problems, including bilevel programs, Stackelberg games, inverse quadratic programs, and problems involving equilibrium...
متن کاملBranch-and-cut for linear programs with overlapping SOS1 constraints
SOS1 constraints require that at most one of a given set of variables is nonzero. In this article, we investigate a branch-and-cut algorithm to solve linear programs with SOS1 constraints. We focus on the case in which the SOS1 constraints overlap. The corresponding conflict graph can algorithmically be exploited, for instance, for improved branching rules, preprocessing, primal heuristics, and...
متن کاملOn linear programs with linear complementarity constraints
The paper is a manifestation of the fundamental importance of the linear program with linear complementarity constraints (LPCC) in disjunctive and hierarchical programming as well as in some novel paradigms of mathematical programming. In addition to providing a unified framework for bilevel and inverse linear optimization, nonconvex piecewise linear programming, indefinite quadratic programs, ...
متن کاملSolving mathematical programs with complementarity constraints as nonlinear programs
We investigate the possibility of solving mathematical programs with complemen tarity constraints MPCCs using algorithms and procedures of smooth nonlinear programming Although MPCCs do not satisfy a constraint quali cation we establish su cient conditions for their Lagrange multiplier set to be nonempty MPCCs that have nonempty Lagrange multiplier sets and that satisfy the quadratic growth con...
متن کاملOn Solving Mathematical Programs with Complementarity Constraints as Nonlinear Programs
We investigate the possibility of solving mathematical programs with complemen-tarity constraints (MPCCs) using classical algorithms and procedures from nonlinear programming. Although MPCCs do not satisfy a constraint qualiication, we establish suucient conditions for their Lagrange multiplier set to be nonempty in two diierent formulations. MPCCs that have nonempty Lagrange multiplier sets an...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2018
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-018-0149-2