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Finitely Convergent Algorithms for Facial Disjunctive Programs with Applications to the Linear Complementarity Problem

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Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 181)

Abstract

In our discussion of Chapter V, we had introduced a special class of disjunctive programs called facial disjunctive programs, examples of which included the zero-one linear integer programming problem and the linear complementarity problem. We had seen that for this special class of problems, it was relatively easy to generate the convex hull of feasible points. In this chapter, we will discuss two finitely convergent schemes which solve facial disjunctive programs by generating facets of the convex hull of feasible points as and when needed, until such time as either a suitable termination criterion is met or the problem is solved through the generation of the entire convex hull.

Keywords

Convex Hull Extreme Point Linear Complementarity Problem Feasible Point Chapter Versus 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1980

Authors and Affiliations

  1. 1.School of Industrial Engineering and Operations ResearchVirginia Polytechnic Institute and State UniversityBlacksburgUSA
  2. 2.School of Industrial and Systems EngineeringGeorgia Institute of TechnologyAtlantaUSA

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