Complementarity constraints or sigmoid ?
Posted: Thu Oct 03, 2019 4:59 pm
Hello,
as I'm writing an NLP problem, I understand there are two possibilities to smoothly model a valve-like behaviour (0/1) :
As I understand it, complementarity constraints are not convex formulations... is that right ? What does it mean for the solvers ?
Thanks in advance for your expertise
Best regards,
Sisco
as I'm writing an NLP problem, I understand there are two possibilities to smoothly model a valve-like behaviour (0/1) :
- Sigmoids
- Complementarity constraints
As I understand it, complementarity constraints are not convex formulations... is that right ? What does it mean for the solvers ?
Thanks in advance for your expertise
Best regards,
Sisco