setcomplementary
setcomplementary |
Purpose
Synopsis
procedure setcomplementary(var1:mpvar, var2:mpvar)
Arguments
var1
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The first variable of the variable pair to be set as complementing
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var2
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The first variable of the variable pair to be set as complementing
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Further information
A complementing variable pair implements the constraint that is equivalent with the product of the variables being zero. However, the solvers may be able to treat such constraints in a special, more efficient ways, which may make a difference if the complementarity constraints are the problematic part of the model. Note that Knitro only allows non-overlapping complementary variables, and in the presence of overlaps Xpress will default to use SLP. Complementary variables must have a lower bound of zero.
Related topics
Module