Bilevel programming and the separation problem

Bilevel programming and the separation problem

In recent years, branch-and-cut algorithms have become firmly established as the most effective method for solving generic mixed integer linear programs (MILPs). Methods for automatically generating inequalities valid for the convex hull of solutions to such MILPs are a critical element of branch-and-cut. This paper examines the nature of the so-called separation problem, which is that of gener...

Simulated Annealing Approach for Solving Bilevel Programming Problem

Bilevel programming, a tool for modeling decentralized decision problems, consists of the objective of the leader at its first level and that of the follower at the second level. Bilevel programming has been proved to be an Np-hard problem. Numerous algorithms have been developed for solving bilevel programming problems. These algorithms lack the required efficiency for solving a real problem. ...

Solving multi objective linear Bilevel multi follower programming problem

Simulated Annealing Approach for Solving Bilevel Programming Problem

Bilevel programming, a tool for modeling decentralized decision problems, consists of the objective of the leader at its first level and that of the follower at the second level. Bilevel programming has been proved to be an Np-hard problem. Numerous algorithms have been developed for solving bilevel programming problems. These algorithms lack the required efficiency for solving a real problem. ...

A mixed-discrete bilevel programming problem

We investigate a special mixed-discrete bilevel programming problem resulting from the task to compute cash-out penalties due to the supply of incorrect amounts of natural gas through large gas networks. For easier solution we move the discreteness demand from the lower to the upper levels. This clearly changes the problem and it is our aim to investigate the relations between both problems. Af...