Objective function for complementarity model (MCP)

Answered

Juan José Valentín Vírseda

• October 18, 2019 11:58
• Edited

I am working on a MCP model that I have linearized via the Fortuny-Amat method in order to solve it as a MILP. Now it is formulated as its KKTs.

Does Gurobi allow to solve it without setting an objective function? Otherwise, what should be set as objective function?

I am programming a DC OPF problem with the Python interface.

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  Tobias Achterberg

  Gurobi Staff

  • October 18, 2019 12:11

  Sure, you can just use an all-zero objective function. Then the problem is a pure feasibility problem, which of course is fine for KKTs.

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  Ge Wang

  • December 28, 2022 04:53

  

  

  Hi, have you succeeded in solving MCP via Gurobi?  I'm trying to linearize complementarity conditions via the SOS1 method. Model has 50955 SOS constraints Variable types: 203823 continuous.

  GAMS+PATH solver can solve the MCP easily in one minute while Gurobi cannot find a feasible solution for the corresponding MILP in more than one hour.

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