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A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathematical Programming Problems with Equilibrium Constraints |
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| Authors: | Joaquim J Júdice Hanif D Sherali Isabel M Ribeiro Ana M Faustino |
| Institution: | 1. Departamento de Matemática da Universidade de Coimbra and Instituto de Telecomunica??es, Coimbra, Portugal 2. Grado Department of Industrial & Systems Engineering, Virginia Polytechnic Institute and State University, Blacksburg, Virginia, United States 3. Sec??o de Matemática do Departamento de Engenharia Civil, Faculdade de Engenharia da Universidade do Porto, Porto, Portugal |
| 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. |
| Keywords: | active-set algorithm branch-and-bound method complementarity disjunctive cuts global optimization |
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