On linear problems with complementarity constraints

Giandomenico Mastroeni (), Letizia Pellegrini () and Alberto Peretti
Additional contact information
Giandomenico Mastroeni: Department of Computer Science, University of Pisa, Italy
Letizia Pellegrini: Department of Economics (University of Verona)

No 21/2019, Working Papers from University of Verona, Department of Economics

Abstract: A mathematical program with complementarity constraints (MPCC) is an optimization problem with equality/inequality constraints in which a complementarity type constraint is considered in addition. This complementarity condition modifies the feasible region so as to remove many of those properties that are usually important to obtain the standard optimality conditions, e.g., convexity and constraint qualifications. In the literature, these problems have been tackled in many different ways: methods that introduce a parameter in order to relax the complementarity constraint, modified simplex methods that use an appropriate rule for choosing the non basic variable in order to preserve complementarity. We introduce a decomposition method of the given problem in a sequence of parameterized problems, that aim to force complementarity. Once we obtain a feasible solution, by means of duality results, we are able to eliminate a set of parameterized problems which are not worthwhile to be considered. Furthermore, we provide some bounds for the optimal value of the objective function and we present an application of the proposed technique in a non trivial example.

Keywords: Mathematical programs with complementarity constraints; duality; decomposition methods (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Date: 2019-11
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://dse.univr.it/home/workingpapers/wp2019n21.pdf First version (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ver:wpaper:21/2019

Access Statistics for this paper

More papers in Working Papers from University of Verona, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Michael Reiter ().