Objective function for complementarity model (MCP)

Answered

Juan José Valentín Vírseda

October 18, 2019 11:58 Edited

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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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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  December 06, 2024 00:53

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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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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  Permanently deleted user

  December 28, 2022 04:53

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  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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