Obtaining Tighter Relaxations of Mathematical Programs with Complementarity Constraints

@inproceedings{Mitchell2012ObtainingTR,
  title={Obtaining Tighter Relaxations of Mathematical Programs with Complementarity Constraints},
  author={John E. Mitchell and Jong-Shi Pang and Bin Yu},
  year={2012}
}
The class of mathematical programs with complementarity constraints (MPCCs) constitutes a powerful modeling paradigm. In an effort to find a global optimum, it is often useful to examine the relaxation obtained by omitting the complementarity constraints. We discuss various methods to tighten the relaxation by exploiting complementarity, with the aim of constructing better approximations to the convex hull of the set of feasible solutions to the MPCC, and hence better lower bounds on the… CONTINUE READING
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