An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions

被引：89

作者：

Xu, Pan ^{[1
]}

Wang, Lizhi ^{[2
]}

机构：

[1] Univ Maryland, College Pk, MD 20742 USA

[2] Iowa State Univ, Ames, IA 50011 USA

来源：

COMPUTERS & OPERATIONS RESEARCH | 2014年 / 41卷

基金：

美国国家科学基金会;

关键词：

Bilevel optimization; Bilevel mixed integer linear programming; Branch-and-bound; MATHEMATICAL PROGRAMS; OPTIMIZATION PROBLEMS; DISCRETE; BRANCH; INTERDICTION; CONSTRAINTS; DEFENSE;

D O I：

10.1016/j.cor.2013.07.016

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We present an exact algorithm for the bilevel mixed integer linear programming (BMILP) problem under three simplifying assumptions. Although BMILP has been studied for decades and widely applied to various real world problems, there are only a few BMILP algorithms. Compared to these existing ones, our new algorithm relies on fewer and weaker assumptions, explicitly considers finite optimal, infeasible, and unbounded cases, and is proved to terminate finitely and correctly. We report results of our computational experiments on a small library of BMILP test instances, which we created and made publicly available online. (C) 2013 Elsevier Ltd. All rights reserved.

引用

页码：309 / 318

页数：10

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