complements

complements implements a complementarity constraint \(x\geq 0, y\geq 0, x^Ty = 0\)

Syntax

F = complements(Constraint1,Constraint2)

Examples

complements applies to linear constraints and defines the associated complementarity constraints that one of the constraints is active. As an example, the following model states that \(y=0\) and \(x+z\geq 1\), or \(x+z = 1\) while \(y\geq 0\).

sdpvar x y z
F = complements(y >= 0, x+z >= 1)

Comments

Since complements is implemented using a big-M approach when you use a mixed-integer solver, it is crucial that all involved variables have explicit bound constraints.

When a general nonlinear solver is used, the model is implemented by simply using the nonlinear form \(x^Ty=0\).

When KNITRO is used, the complementarity structure is communicated to the solver.

The built-in global solver BMIBNB will exploit complementarity structure to improve bound propagation if the complementary is working on simple non-negative variables (i.e., if you have a complementarity constraints on an affine expression \(a^Tx + b\geq 0\), introduce new variables and equality constraint \(z = a^Tx + b\) first).

Leave a Comment