A hierarchy of relaxation between the continuous and convex hull representations
SIAM Journal on Discrete Mathematics
A lift-and-project cutting plane algorithm for mixed 0-1 programs
Mathematical Programming: Series A and B
Journal of Optimization Theory and Applications
Disjunctive programming: properties of the convex hull of feasible points
Discrete Applied Mathematics
Facets of the Complementarity Knapsack Polytope
Mathematics of Operations Research
A polyhedral study of nonconvex quadratic programs with box constraints
Mathematical Programming: Series A and B
On linear programs with linear complementarity constraints
Journal of Global Optimization
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We develop convexification techniques for linear programs with linear complementarity constraints (LPCC). In particular, we generalize the reformulation-linearization technique of [9] to complementarity problems and discuss how it reduces to the standard technique for binary mixed-integer programs. Then, we consider a class of complementarity problems that appear in KKT systems and show that its convex hull is that of a binary mixed-integer program. For this class of problems, we study further the case where a single complementarity constraint is imposed and show that all nontrivial facet-defining inequalities can be obtained through a simple cancel-and-relax procedure. We use this result to identify special cases where McCormick inequalities suffice to describe the convex hull and other cases where these inequalities are not sufficient