Groupe d’études et de recherche en analyse des décisions

G-2015-123

Solving discretely constrained mixed complementarity problems using a median function

In this paper we present a novel formulation based on a certain median function to solve discretely constrained mixed complementarity problems (MCPs). Such problems seek to combine integer (discrete) solutions that are also equilibrium ones and have applications in engineering and economics. Several theoretical results show the correspondence between the easier-to-solve formulations presented and the original discretely constrained MCP. Lastly, the approach is tested on a variety of illustrative examples.

, 28 pages