Linear complementarity problems solvable by integer programming

Linear complementarity problems solvable by integer programming

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Article ID: iaor1988266
Country: Germany
Volume: 19
Start Page Number: 467
End Page Number: 474
Publication Date: Oct 1988
Journal: Optimization
Authors:
Abstract:

In this paper it is shown how to solve a linear complementarity problem (or verify that a solution does not exist) using different equivalent mixed zero-one integer programming formulations. In the general case, the number of zero-one integer variables introduced is equal to the dimension of the problem. When it is known that a solution exists, the number of integer variables can be reduced, on the average, using the solution of a multiple-cost-row program.

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