Mixed Complementarity Problem

Answered

Sutanu Majumdar

• December 06, 2022 20:22

Hello,

Is there a way to solve MCP (Mixed Complementarity Problems) using Gurobi solver? I do get MCP is like OR(constraint1,constraint2) where one of the constraints need to be equal and may be solved using OR constraint or MIP. But still wanted to check if there's a way to solve without using MIP.

 

Related to

• Formulation
• General Constraints

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• 

  Jaromił Najman

  Gurobi Staff

  • December 07, 2022 10:09

  HI,

  Gurobi does not have a dedicated MCP solver. However, you can formulate terms of the form OR(constraint1, constraint2) via indicator constraints and or constraints supported by Gurobi. Using these method will make Gurobi automatically reformulate the expressions as a MIP.

  Best regards, 
  Jaromił

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