convert complementary slackness to mixed integer linear constraints in YALMIP #1252
Replies: 1 comment 10 replies
-
the kkt operator uses https://yalmip.github.io/command/complements/ |
Beta Was this translation helpful? Give feedback.
10 replies
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
-
I am trying to solve a linear programming with kkt conditions, i.e., primal constraints, dual constraints, and complementary slackness. I want to convert complementary slackness to mixed integer linear constraints with the big-M method and then solve the kkt conditions with solvers for mixed integer linear programming.
I tried:
Does anyone know any way to get the complementary slackness and convert it to the mixed integer linear constraints in YALMIP?
ps: As there are a lot of primal variables and primal constraints, manully formulating everything is time-consuming and easy to get bugs. I tried this way, but failed.
Beta Was this translation helpful? Give feedback.
All reactions