A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints

• Type: Article in International Scientific Journal
• Date: 2006

Authors

Joaquim J. Júdice (Author) Other; Hanif D. Sherali (Author) Other; Isabel M. Ribeiro (Author) FEUP; Ana M. Faustino (Author) Other

Journal

Title: Journal of Global Optimization

Vol. 36 No. 1

Pages: 89-114

ISSN: 0925-5001

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 11 Citations

Scopus - 18 Citations

Scientific classification

FOS: Engineering and technology > Industrial biotechnology

CORDIS: Physical sciences > Mathematics

Other information

Authenticus ID: P-004-HKS

DOI: 10.1007/s10898-006-9001-8

Abstract (EN): 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 26