A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints

Francisco Jara-Moroni, Jong Shi Pang, Andreas Waechter

Research output: Book/ReportOther report

Abstract

This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of linear programs with complementarity constraints (LPCCs). We focus on three such formulations and establish connections between their stationary solutions and those of the LPCC. Improvements of the DCA are proposed to remedy some drawbacks in a straightforward adaptation of the DCA to these formulations. Extensive numerical results, including comparisons with an existing nonlinear programming solver and the mixed-integer formulation, are presented to elucidate the effectiveness of the overall DC approach.
Original languageEnglish (US)
PublisherUnknown Publisher
StatePublished - 2016

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Nonlinear programming

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title = "A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints",
abstract = "This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of linear programs with complementarity constraints (LPCCs). We focus on three such formulations and establish connections between their stationary solutions and those of the LPCC. Improvements of the DCA are proposed to remedy some drawbacks in a straightforward adaptation of the DCA to these formulations. Extensive numerical results, including comparisons with an existing nonlinear programming solver and the mixed-integer formulation, are presented to elucidate the effectiveness of the overall DC approach.",
author = "Francisco Jara-Moroni and Pang, {Jong Shi} and Andreas Waechter",
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A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints. / Jara-Moroni, Francisco; Pang, Jong Shi; Waechter, Andreas.

Unknown Publisher, 2016.

Research output: Book/ReportOther report

TY - BOOK

T1 - A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints

AU - Jara-Moroni, Francisco

AU - Pang, Jong Shi

AU - Waechter, Andreas

PY - 2016

Y1 - 2016

N2 - This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of linear programs with complementarity constraints (LPCCs). We focus on three such formulations and establish connections between their stationary solutions and those of the LPCC. Improvements of the DCA are proposed to remedy some drawbacks in a straightforward adaptation of the DCA to these formulations. Extensive numerical results, including comparisons with an existing nonlinear programming solver and the mixed-integer formulation, are presented to elucidate the effectiveness of the overall DC approach.

AB - This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of linear programs with complementarity constraints (LPCCs). We focus on three such formulations and establish connections between their stationary solutions and those of the LPCC. Improvements of the DCA are proposed to remedy some drawbacks in a straightforward adaptation of the DCA to these formulations. Extensive numerical results, including comparisons with an existing nonlinear programming solver and the mixed-integer formulation, are presented to elucidate the effectiveness of the overall DC approach.

M3 - Other report

BT - A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints

PB - Unknown Publisher

ER -