Relaxations and cutting planes for linear programs with complementarity constraints

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
Alberto Del Pia, Jeff Linderoth, Haoran Zhu
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引用次数: 0

Abstract

We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based on identifying vertex covers of the conflict graph of the instance and contains the extended formulation obtained from the ERLT introduced by Nguyen, Richard, and Tawarmalani as a special case. We demonstrate how to obtain strong cutting planes for our formulation from both the stable set polytope and the boolean quadric polytope associated with a complete bipartite graph. Through an extensive computational study for three types of practical problems, we assess the performance of our proposed linear relaxation and new cutting-planes in terms of the optimality gap closed.

Abstract Image

有互补约束的线性程序的松弛和切割平面
我们研究了具有互补性约束的线性程序的松弛问题,尤其是变量互补对不独立的实例。我们的公式基于识别实例冲突图的顶点盖,并将 Nguyen、Richard 和 Tawarmalani 引入的 ERLT 扩展公式作为特例。我们演示了如何从与完整双方形图相关联的稳定集合多面体和布尔二次多面体中为我们的公式获取强切割平面。通过对三类实际问题进行广泛的计算研究,我们评估了我们提出的线性松弛和新切割平面的性能,即关闭的最优性差距。
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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