sci.op-research

golabidoon@gmail.com wrote:
> Thank you for connecting complementarity constraints to a larger class
> for which solvers exist. The combinatorial nature still remains though
> and only a local opitmum can be guaranteed unfortunately.
>
> About your second question, you are right, I mistakenly gave an over
> simplified specification of my problem. In fact, the inner problem
> involves x_i's, but x_i's are treated as constants there and
> optimization happens only with respect to a_k's. Although I gave a
> wrong specification, your idea was general enough to capture that and
> so we are on the right track. Your hints about optimality conditions
> of the inner problem and the issue of complementarity were very
> helpful.
>
> Thanks!
>
> G.D.
>
>
> On Feb 26, 9:43 pm, Paul Rubin wrote:
>> Bob Daniel kindly reminded me that complementarity constraints are a
>> form of SOS1 constraint. So a solver that handles SOS1 can be used,
>> although that's still going to turn it into a partial enumeration
>> problem (and raises some questions in my mind about how the bounding
>> will be done).
>>
>> It occurs to me that I may have missed something obvious. Going back to
>> your original question, why not just solve the inner problem (to get the
>> a_k), then treat them as parameters (freezing the values) and solve the
>> outer problem to get the x_i?
>>
>> /Paul- Hide quoted text -
>>
>> - Show quoted text -
>

how big is your problem?