Journal of Global Optimization

, Volume 36, Issue 1, pp 89–114 | Cite as

A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathematical Programming Problems with Equilibrium Constraints

  • Joaquim J. Júdice
  • Hanif D. Sherali
  • Isabel M. Ribeiro
  • Ana M. Faustino


In this paper a branch-and-bound algorithm is proposed for finding a global minimum to a Mathematical Programming Problem with Complementarity (or Equilibrium) Constraints (MPECs), which incorporates disjunctive cuts for computing lower bounds and employs a Complementarity Active-Set Algorithm for computing upper bounds. Computational results for solving MPECs associated with Bilivel Problems, NP-hard Linear Complementarity Problems, and Hinge Fitting Problems are presented to highlight the efficacy of the procedure in determining a global minimum for different classes of MPECs.


active-set algorithm branch-and-bound method complementarity disjunctive cuts global optimization 


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Copyright information

© Springer 2006

Authors and Affiliations

  • Joaquim J. Júdice
    • 1
  • Hanif D. Sherali
    • 2
  • Isabel M. Ribeiro
    • 3
  • Ana M. Faustino
    • 3
  1. 1.Departamento de Matemática da Universidade de Coimbra and Instituto de TelecomunicaçõesCoimbraPortugal
  2. 2.Grado Department of Industrial & Systems EngineeringVirginia Polytechnic Institute and State UniversityBlacksburgUnited States
  3. 3.Secção de Matemática do Departamento de Engenharia CivilFaculdade de Engenharia da Universidade do PortoPortoPortugal

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