Cutting-Planes for Complementarity Constraints.

摘要

Described are two simple rules of cutting-plane generation for the complementarity constraints which generate all (and only) the valid cutting-planes for (CMP), if there is some b' for which (x > or = 0 bar Ax > or = b') is non-empty and bounded. In (CMP), x = (x sub 1,..., x sub r), and J sub h is a set of subsets K of (1,...,r). The problem (CMP) includes the linear complementarity problem and bivalent integer programming, along with many other constraint sets which impose logical restrictions on linear inequalities.