Solving linear programs with complementarity constraints using branch-and-cut
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Publication:2281449
DOI10.1007/s12532-018-0149-2zbMath1434.90160arXiv1802.02941MaRDI QIDQ2281449
Jong-Shi Pang, Bin Yu, John E. Mitchell
Publication date: 19 December 2019
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.02941
90C57: Polyhedral combinatorics, branch-and-bound, branch-and-cut
90C26: Nonconvex programming, global optimization
65K10: Numerical optimization and variational techniques
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Related Items
Extensions of Nash Games in Finite and Infinite Dimensions with Applications, LPCCbnc, An enhanced logical benders approach for linear programs with complementarity constraints, On linear problems with complementarity constraints, Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method, Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
Uses Software
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