Please use this identifier to cite or link to this item:
https://hdl.handle.net/10216/96247
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 |
URI: | https://hdl.handle.net/10216/96247 |
Document Type: | Artigo em Revista Científica Internacional |
Rights: | restrictedAccess |
Appears in Collections: | FEUP - Artigo em Revista Científica Internacional |
Files in This Item:
File | Description | Size | Format | |
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54470.pdf Restricted Access | 213.18 kB | Adobe PDF | Request a copy from the Author(s) |
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