Cutting-Planes for Complementarity Constraints

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1978 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Control and Optimization, volume 16, pages 56-62 (issn: 0363-0129, eissn: 1095-7138,

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Authors: Jeroslow, R. G.;

doi: 10.1137/0316005

Cutting-Planes for Complementarity Constraints

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Abstract

A characterization is given of all the cutting-planes for a generalized linear complementarity problem, in terms of rules whose repeated application yields exactly these valid implied inequalities.This report is a revision of our paper (1976), and our earlier proofs have been substantially simplified.

Keywords

Generalized Linear Complementarity Problem, Cutting-Planes, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

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