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Relaxations and Cutting Planes for Linear Programs with Complementarity Constraints

2022/08/02 by Alberto Del Pia, Del Pia, Alberto, Jeff Linderoth +3
Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Vehicle Routing Optimization Methods

paper · pdf · doi:10.48550/arxiv.2208.01244

openalex publication_date 2022/08/02 · openalex created_date 2022/08/04 · openalex updated_date 2026/07/28

Abstract

We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based on identifying vertex covers of the conflict graph of the instance and generalizes the extended reformulation-linearization technique of Nguyen, Richard, and Tawarmalani to instances with general complementarity conditions between variables. We demonstrate how to obtain strong cutting planes for our formulation from both the stable set polytope and the boolean quadric polytope associated with a complete bipartite graph. Through an extensive computational study for three types of practical problems, we assess the performance of our proposed linear relaxation and new cutting-planes in terms of the optimality gap closed.

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