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Author(s): Joaquim J. Júdice
Hanif D. Sherali
Isabel M. Ribeiro
Ana M. Faustino
Title: A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints
Issue Date: 2006
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.
Subject: Matemática, Biotecnologia industrial
Mathematics, Industrial biotechnology
Scientific areas: Ciências da engenharia e tecnologias::Biotecnologia industrial
Engineering and technology::Industrial biotechnology
Document Type: Artigo em Revista Científica Internacional
Rights: restrictedAccess
Appears in Collections:FEUP - Artigo em Revista Científica Internacional

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