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

DOI10.1007/S10898-006-9001-8MaRDI QIDQ857798zbMATH OpenOpenAlexFDO

Authors Hanif D. Sherali, Ana M. Faustino, Joaquim J. Júdice, Isabel Martins Ribeiro

Publication date 5 January 2007

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-006-9001-8

zbMATH Keywords

global optimizationcomplementaritybranch-and-bound methoddisjunctive cutsactive-set algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
• A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints
• A conjugate gradient projection algorithm for mathematical programs with equilibrium constraints
• Solving linear programs with complementarity constraints using branch-and-cut
• Methods for finding global optimal solutions to linear programs with equilibrium constraints

Cites work

• A Branch and Bound Algorithm for the Bilevel Programming Problem
• A computational analysis of LCP methods for bilinear and concave quadratic programming
• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• A penalty function approach for solving bi-level linear programs
• A sequential LCP method for bilevel linear programming
• A smoothing method for mathematical programs with equilibrium constraints
• Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
• Disjunctive Programming
• Generating Linear and Linear-Quadratic Bilevel Programming Problems
• Generating quadratic bilevel programming test problems
• Hinging hyperplanes for regression, classification, and function approximation
• Mathematical Programs with Equilibrium Constraints
• New Branch-and-Bound Rules for Linear Bilevel Programming
• Numerical Optimization
• On finding global optima for the hinge fitting problem.
• On the Global Convergence of a Filter--SQP Algorithm
• On the hinge-finding algorithm for hingeing hyperplanes
• On the solution and complexity of a generalized linear complementarity problem
• On the solution of NP-hard linear complementarity problems
• Optimization with disjunctive constraints
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints

Cited in

(23)

• On solving difference of convex functions programs with linear complementarity constraints
• Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
• Sufficiency of cut-generating functions
• On SOCP-based disjunctive cuts for solving a class of integer bilevel nonlinear programs
• On minimal valid inequalities for mixed integer conic programs
• An exact algorithmic framework for a class of mixed-integer programs with equilibrium constraints
• A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints
• How to convexify the intersection of a second order cone and a nonconvex quadratic
• Optimal cycle for a signalized intersection using global optimization and complementarity
• Disjunctive Cuts for Nonconvex MINLP
• Monoidal cut strengthening and generalized mixed-integer rounding for disjunctions and complementarity constraints
• Monoidal strengthening of simple \(\mathcal{V} \)-polyhedral disjunctive cuts
• Algorithms for linear programming with linear complementarity constraints
• Branch-and-cut for linear programs with overlapping SOS1 constraints
• A pivoting algorithm for linear programming with linear complementarity constraints
• Cutting planes from two-term disjunctions
• On branch-and-bound algorithms for global optimal solutions to mathematical programs with affine equilibrium constraints
• The eigenvalue complementarity problem
• Methods for finding global optimal solutions to linear programs with equilibrium constraints
• Two-term disjunctions on the second-order cone
• Obtaining tighter relaxations of mathematical programs with complementarity constraints
• A conic representation of the convex hull of disjunctive sets and conic cuts for integer second order cone optimization
• SOCP-based disjunctive cuts for a class of integer nonlinear bilevel programs

Describes a project that uses

Uses Software

• MINOS

This page was built for publication: A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q857798)