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:

The data were generated using two MATLAB m-files:

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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