TY  - JOUR
U1  - Wissenschaftlicher Artikel
A1  - de Farias, I. R.
A1  - Kozyreff, E.
A1  - Zhao, M.
T1  - Branch-and-cut for complementarity-constrained optimization
JF  - Mathematical Programming Computation
N2  - We report and analyze the results of our computational testing of branch-and-cut for the complementarity-constrained optimization problem (CCOP). Besides theMIP cuts commonly present in commercial optimization software,weused inequalities that explore complementarity constraints. To do so,we generalized two families of cuts proposed earlier by de Farias, Johnson, and Nemhauser that had never been tested computationally. Our test problems consisted of linear, binary, and general integer programs with complementarity constraints. Our results on the use of complementarity cuts within a major commercial optimization solver show that they are of critical importance to tackling difficult CCOP instances, typically reducing the computational time required to solve them tremendously.
AB  - We report and analyze the results of our computational testing of branch-and-cut for the complementarity-constrained optimization problem (CCOP). Besides theMIP cuts commonly present in commercial optimization software,weused inequalities that explore complementarity constraints. To do so,we generalized two families of cuts proposed earlier by de Farias, Johnson, and Nemhauser that had never been tested computationally. Our test problems consisted of linear, binary, and general integer programs with complementarity constraints. Our results on the use of complementarity cuts within a major commercial optimization solver show that they are of critical importance to tackling difficult CCOP instances, typically reducing the computational time required to solve them tremendously.
KW  - Software
KW  - Theoretical Computer Science
Y1  - 2014
SN  - 1867-2949
SS  - 1867-2949
U6  - https://doi.org/10.1007/s12532-014-0070-2
DO  - https://doi.org/10.1007/s12532-014-0070-2
VL  - 6
IS  - 4
SP  - 365
EP  - 403
S1  - 39
PB  - Springer Science and Business Media LLC
ER  -