On the Global Solution of Linear Programs with Linear Complementarity Constraints

@article{Hu2008OnTG,
  title={On the Global Solution of Linear Programs with Linear Complementarity Constraints},
  author={Jing Hu and John E. Mitchell and J. S. Pang and Kristin P. Bennett and Gautam Kunapuli},
  journal={SIAM J. Optim.},
  year={2008},
  volume={19},
  pages={445-471}
}
This paper presents a parameter-free integer-programming-based algorithm for the global resolution of a linear program with linear complementarity constraints (LPCCs). The cornerstone of the algorithm is a minimax integer program formulation that characterizes and provides certificates for the three outcomes—infeasibility, unboundedness, or solvability—of an LPCC. An extreme point/ray generation scheme in the spirit of Benders decomposition is developed, from which valid inequalities in the… 

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