Name
Abstract | ||
|---|---|---|
In this paper, we present a semidefinite programming (SDP) relaxation for linear programs with equilibrium constraints (LPECs) to be used in a branch-and-bound (B&B) algorithm. The procedure utilizes the global optimal solution of LPECs and was motivated by the B&B algorithm proposed by Bard and Moore for linear/quadratic bilevel programs, where complementarities are recursively enforced. We propose the use of the SDP relaxation to generate bounds at the nodes of the B&B tree. Computational results compare the quality of the bounds given by the SDP relaxation with the ones given by conventional linear programming relaxations. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1111/j.1475-3995.2012.00869.x | INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH |
Keywords | Field | DocType |
LPEC, bilevel program, semidefinite relaxation | Mathematical optimization,Quadratic equation,B-tree,Linear programming,Semidefinite programming,Mathematics,Recursion | Journal |
Volume | Issue | ISSN |
20 | 2 | 0969-6016 |
Citations | PageRank | References |
2 | 0.38 | 9 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Marcia Fampa | 1 | 58 | 11.69 |
| Wendel Melo | 2 | 13 | 3.02 |
| Nelson Maculan | 3 | 812 | 66.09 |