A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathematical Programming Problems with Equilibrium Constraints

  • Authors:

  • Joaquim J. Júdice;Hanif D. Sherali;Isabel M. Ribeiro;Ana M. Faustino

  • Affiliations:

  • Departamento de Matemática da Universidade de Coimbra and Instituto de Telecomunicações, Coimbra, Portugal;Grado Department of Industrial & Systems Engineering, Virginia Polytechnic Institute and State University, Blacksburg, United States;Secção de Matemática do Departamento de Engenharia Civil, Faculdade de Engenharia da Universidade do Porto, Porto, Portugal;Secção de Matemática do Departamento de Engenharia Civil, Faculdade de Engenharia da Universidade do Porto, Porto, Portugal

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2006

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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.