On the use of intersection cuts for bilevel optimization
نویسندگان
چکیده
منابع مشابه
On the use of intersection cuts for bilevel optimization
We address a generic Mixed-Integer Bilevel Linear Program (MIBLP), i.e., a bilevel optimization problem where all objective functions and constraints are linear, and some/all variables are required to take integer values. We first propose necessary modifications needed to turn a standard branch-and-bound MILP solver into an exact and finitely-convergent MIBLP solver, also addressing MIBLP unbou...
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We address a generic Mixed-Integer Bilevel Linear Program (MIBLP), i.e., a bilevel optimization problem where all objective functions and constraints are linear, and some/all variables are required to take integer values. Rather than proposing an ad-hoc method applicable only to specific cases, we describe a general-purpose MIBLP approach. We first propose necessary modifications needed to turn...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2017
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-017-1189-5