Bilevel linear optimization belongs to NP and admits polynomial-size KKT-based reformulations

被引:2
|
作者
Buchheim, Christoph [1 ]
机构
[1] Tech Univ Dortmund, Fak Math, D-44221 Dortmund, Germany
关键词
Bilevel linear programming; KKT-reformulation; NP-completeness;
D O I
10.1016/j.orl.2023.10.006
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
It is a well-known result that bilevel linear optimization is NP-hard. In many publications, reformulations as mixed-integer linear optimization problems are proposed, which suggests that the decision version of the problem belongs to NP. However, to the best of our knowledge, a rigorous proof of membership in NP has never been published, so we close this gap by reporting a simple but not entirely trivial proof. A related question is whether a large enough "big M" for the classical KKT-based reformulation can be computed efficiently, which we answer in the affirmative. In particular, our big M has polynomial encoding length in the original problem data.(c) 2023 Elsevier B.V. All rights reserved.
引用
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页码:618 / 622
页数:5
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