An Enhanced Logical Benders Approach for Linear Programs with Complementarity

This work extends the ones of Hu et al. (2008) and Bai et al. (2013) of a logical Benders approach for globally solving Linear Programs with Complementarity Constraints. By interpreting the logical Benders method as a reversed branch-and-bound method, where the whole exploration procedure starts from the leaf nodes in an enumeration tree, we provide … Read more

A Study of the Difference-of-Convex Approach for Solving Linear Programs with Complementarity Constraints

This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary solutions of linear programs with complementarity constraints (LPCCs). We focus on three such formulations and establish connections between their stationary solutions and those of the LPCC. Improvements of the DCA are proposed to remedy some drawbacks in a … Read more