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

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 Algori...

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Detalhes bibliográficos
Autor principal: Júdice, Joaquim (author)
Outros Autores: Sherali, Hanif (author), Ribeiro, Isabel (author), Faustino, Ana (author)
Formato: article
Idioma:eng
Publicado em: 2006
Texto completo:http://hdl.handle.net/10316/7732
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/7732