A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints

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 c...

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Bibliographic Details
Main Author: Joaquim J. Júdice (author)
Other Authors: Hanif D. Sherali (author), Isabel M. Ribeiro (author), Ana M. Faustino (author)
Format: article
Language:eng
Published: 2006
Subjects:
Online Access:https://hdl.handle.net/10216/96247
Country:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/96247