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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Bibliographic Details
Main Author: Júdice, Joaquim (author)
Other Authors: Sherali, Hanif (author), Ribeiro, Isabel (author), Faustino, Ana (author)
Format: article
Language:eng
Published: 2006
Online Access:http://hdl.handle.net/10316/7732
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/7732