Article ID: | iaor200916812 |
Country: | United States |
Volume: | 19 |
Issue: | 1 |
Start Page Number: | 73 |
End Page Number: | 79 |
Publication Date: | Jan 2007 |
Journal: | INFORMS Journal On Computing |
Authors: | Patrizi Giacomo, Giacomo Laura Di, Argento Emanuele |
Keywords: | programming: linear |
This paper shows how many types of combinatorial problems can be embedded in continuous space and solved as nonconvex optimization problems. If the objective function and the constraints are linear, problems of this kind can be formulated as linear complementarity problems. An algorithm is presented to solve this type of problem and indicate its convergence properties. Computational comparisons are carried out using general solution codes.