New branch-and-bound rules for linear bilevel programming
A new branch-and-bound algorithm for linear bilevel programming is proposed. Necessary optimality conditions expressed in terms of tightness of the follower's constraints are used to fathom or simplify subproblems, branch and obtain penalties similar to those used in mixed-integer programming....
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| Veröffentlicht in: | SIAM journal on scientific and statistical computing 1992-09, Vol.13 (5), p.1194-1217 |
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| container_title | SIAM journal on scientific and statistical computing |
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| creator | HANSEN, P JAUMARD, B SAVARD, G |
| description | A new branch-and-bound algorithm for linear bilevel programming is proposed. Necessary optimality conditions expressed in terms of tightness of the follower's constraints are used to fathom or simplify subproblems, branch and obtain penalties similar to those used in mixed-integer programming. Computational results are reported and compare favorably to those of previous methods. Problems with up to 150 constraints, 250 variables controlled by the leader, and 150 variables controlled by the follower have been solved. |
| doi_str_mv | 10.1137/0913069 |
| format | Article |
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| identifier | ISSN: 0196-5204 |
| ispartof | SIAM journal on scientific and statistical computing, 1992-09, Vol.13 (5), p.1194-1217 |
| issn | 0196-5204 1064-8275 2168-3417 1095-7197 |
| language | eng |
| recordid | cdi_proquest_journals_921666718 |
| source | SIAM Journals Online |
| subjects | Algorithms Applied sciences Control theory Cooperation Electricity Exact sciences and technology Grants Hierarchies Integer programming Mathematical programming Operational research and scientific management Operational research. Management science Variables |
| title | New branch-and-bound rules for linear bilevel programming |
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