An RLT approach for solving the binary-constrained mixed linear complementarity problem
| Autor: | Miguel F. Anjos, Franklin Djeumou Fomeni, Steven A. Gabriel |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Computer Science::Computer Science and Game Theory
0209 industrial biotechnology Mathematical optimization 021103 operations research General Computer Science Linear programming Computer science 0211 other engineering and technologies Binary number 02 engineering and technology Management Science and Operations Research Linear complementarity problem Complementarity (physics) 020901 industrial engineering & automation Modeling and Simulation Integer linear programming formulation Linear equation MathematicsofComputing_DISCRETEMATHEMATICS |
| Zdroj: | Djeumou Fomeni, F, Gabriel, S A & Anjos, M 2019, ' An RLT Approach for Solving the Binary-Constrained Mixed Linear Complementarity Problem ', Computers and Operations Research, vol. 110, pp. 48-59 . https://doi.org/10.1016/j.cor.2019.05.008 |
| ISSN: | 0305-0548 |
| DOI: | 10.1016/j.cor.2019.05.008 |
| Popis: | It is well known that the mixed linear complementarity problem can be used to model equilibria in energy markets as well as a host of other engineeringand economic problems. The binary-constrained mixed linear complementarity problem is a formulation of the mixed linear complementarity problemin which some variables are restricted to be binary. This paper presents anovel approach for solving the binary-constrained mixed linear complementarityproblem. First we solve a series of linear optimization problems that enablesus to replace some of the complementarity constraints with linear equations.Then we solve an equivalent mixed integer linear programming formulation ofthe original binary-constrained mixed linear complementarity problem (witha smaller number of complementarity constraints) to guarantee a solution tothe problem. Our computational results on a wide range of test problems,including some engineering examples, demonstrate the usefulness and the effectiveness of this novel approach. |
| Databáze: | OpenAIRE |
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