Generating Linear Programs with Complementarity Constraints (LPCCs)
Here you can find the data used in the paper
On the Global Solution
of Linear Programs with Linear Complementarity Constraints
by Jing Hu,
John Mitchell,
Jong-Shi Pang,
Kristin P. Bennett,
and Gautam Kunapuli,
which appeared in the
SIAM Journal on Optimization
19 (1) 2008, pages 445-471.
DOI: 10.1137/07068463x
The data files contain pamameters for LPEC problems:
min c*x + d*y
s.t. A*x + B*y >= f
0 <= y complementary to q + N*x + M*y >= 0
where x in R^n, y in R^m, f in R^k
The files can be opened in 'Microsoft Access' or 'MATLAB'. Each file containes a 1 by 10 array cell 'Params'.
In each of the 10 cells, there is one structure that constrains all the parameters for one distinct problem.
The number in each file's name indicates the number of complementarities of the problems in this file.
For example, 'comp100.mat' contains problems which have 100 complementarity constraints.
'comp100.mat' and 'comp300.mat' contain a special group of LPEC problems,
where B = 0.
'comp50.mat' constains general LPECs, where B \neq 0.
The following are available:
- comp50.mat,
problems with 50 complementarity constraints. (0.1MB)
- comp100.mat,
problems with 100 complementarity constraints. (0.3MB)
- comp300.mat,
problems with 300 complementarity constraints. (1.5MB)
The data were generated using two MATLAB m-files:
- generateLPEC.m,
a MATLAB m-file used in the generation of the comp50.mat problems.
- generateSLPEC.m,
a MATLAB m-file used in the generation of the comp100.mat and
comp300.mat problems.
This work was supported in part by the Office of Naval Research
under grant no. N00014-06-1-0014
and by the National Science Foundation under grant DMS-0317323.
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