Anjos, Miguel

Djeumou Fomeni, Franklin

Gabriel, Steven A.

English

Anjos, Miguel F.

PolyPublie

An RLT approach for solving the binary-constrained mixed linear complementarity problem

It is well known that the mixed linear complementarity problem can be used to model equilibria in energy markets as well as a host of other engineeringand economic problems. The binary-constrained mixed linear complementarity problem is a formulation of the mixed linear complementarity problemin which some variables are restricted to be binary. This paper presents anovel approach for solving the binary-constrained mixed linear complementarityproblem. First we solve a series of linear optimization problems that enablesus to replace some of the complementarity constraints with linear equations.Then we solve an equivalent mixed integer linear programming formulation ofthe original binary-constrained mixed linear complementarity problem (witha smaller number of complementarity constraints) to guarantee a solution tothe problem. Our computational results on a wide range of test problems,including some engineering examples, demonstrate the usefulness and the effectiveness of this novel approach

Edinburgh Research Explorer

An RLT Approach for Solving the Binary-Constrained Mixed Linear Complementarity Problem

https://www.research.ed.ac.uk/files/91156703/BC_MLCP_3rd_Revision_March_2019_final.pdf

An RLT Approach for Solving the Binary-Constrained Mixed Linear Complementarity Problem

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