A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation
نویسندگان
چکیده
منابع مشابه
A Branch-and-cut Algorithm for Integer Bilevel Linear Programs
We describe a rudimentary branch-and-cut algorithm for solving integer bilevel linear programs that extends existing techniques for standard integer linear programs to this very challenging computational setting. The algorithm improves on the branch-and-bound algorithm of Moore and Bard in that it uses cutting plane techniques to produce improved bounds, does not require specialized branching s...
متن کاملA Branch-and-cut Algorithm for Discrete Bilevel Linear Programs
We present a branch-and-cut algorithm for solving discrete bilevel linear programs where the upper-level variables are binary and the lower-level variables are either pure integer or pure binary. This algorithm performs local search to find improved bilevelfeasible solutions. We strengthen the relaxed node subproblems in the branch-and-cut search tree by generating cuts to eliminate all of the ...
متن کاملRESOLUTION METHOD FOR MIXED INTEGER LINEAR MULTIPLICATIVE-LINEAR BILEVEL PROBLEMS BASED ON DECOMPOSITION TECHNIQUE
In this paper, we propose an algorithm base on decomposition technique for solvingthe mixed integer linear multiplicative-linear bilevel problems. In actuality, this al-gorithm is an application of the algorithm given by G. K. Saharidis et al for casethat the rst level objective function is linear multiplicative. We use properties ofquasi-concave of bilevel programming problems and decompose th...
متن کاملA generalization of the Branch-and-Sandwich algorithm: From continuous to mixed-integer nonlinear bilevel problems
We propose a deterministic global optimization algorithm for mixed-integer nonlinear bilevel problems (MINBP) by generalizing the Branch-and-Sandwich algorithm (Kleniati and Adjiman, J. Global Optim., doi:10.1007/s10898-013-0121-7, 2014). Advances include the removal of regularity assumptions and the extension of the algorithm to mixed-integer problems. The proposed algorithm can solve very gen...
متن کاملA Parametric Integer Programming Algorithm for Bilevel Mixed Integer Programs
We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and mixed integer bilevel problems. For the mixed integer case where the leader’s variables are continuous, our algorithm also detects whether the infimum cost fail...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2020
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-020-00183-6