-

 

 

 




Optimization Online





 

A Branch-and-Cut Algorithm for Mixed Integer Bilevel Linear Optimization Problems and Its Implementation

S. Tahernejad(sat214***at***lehigh.edu)
T.K. Ralphs(ted***at***lehigh.edu)
S.T. DeNegre(DeNegreS***at***hss.edu)

Abstract: In this paper, we describe an algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) by a generalized branch-and-cut approach. The framework presented merges features from existing algorithms (for both traditional mixed integer linear optimization and MIBLPs) with new techniques to produce a flexible and robust framework capable of solving a wide range of bilevel optimization problems. The framework has been fully implemented in the open source solver MibS. The paper describes the algorithmic options offered by MibS{} and presents computational results evaluating the effectiveness of the various options for the solution of a number of classes of bilevel optimization problems from the literature.

Keywords: Bilevel optimization, Mixed integer optimization, Branch-and-cut algorithm, Open-source solver

Category 1: Optimization Software and Modeling Systems

Category 2: Combinatorial Optimization (Branch and Cut Algorithms )

Category 3: Integer Programming ((Mixed) Integer Linear Programming )

Citation: COR@L Technical Report 16T-015-R3, Industrial and Systems Engineering, Lehigh University

Download: [PDF]

Entry Submitted: 04/25/2017
Entry Accepted: 04/25/2017
Entry Last Modified: 04/25/2017

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society