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https://hdl.handle.net/10316/7732
Title: | A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathematical Programming Problems with Equilibrium Constraints | Authors: | Júdice, Joaquim Sherali, Hanif Ribeiro, Isabel Faustino, Ana |
Issue Date: | 2006 | Citation: | Journal of Global Optimization. 36:1 (2006) 89-114 | Abstract: | 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. | URI: | https://hdl.handle.net/10316/7732 | DOI: | 10.1007/s10898-006-9001-8 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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