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BASBL: Branch-And-Sandwich BiLevel solver I. Theoretical advances and algorithmic improvements

Remigijus Paulavicius(remigijus.paulavicius***at***imperial.ac.uk)
Claire S. Adjiman(c.adjiman***at***imperial.ac.uk)

Abstract: In this paper, we consider the global solution of bilevel programs involving nonconvex functions. We present algorithmic improvements and extensions to the recently proposed deterministic Branch-and-Sandwich algorithm (Kleniati and Adjiman, J. Glob. Opt. 60, 425458, 2014), based on the theoretical results and heuristics. Choices in the way each step of the Branch-and-Sandwich algorithm is tackled, revised bounding schemes, as well as different strategies for branching, node selection, and the node lists management, are explored in this work. The potential benefits of the proposed modifications are examined in an illustrative example.

Keywords: Nonconvex bilevel programming, Deterministic global optimization, Branch-and-Sandwich algorithm

Category 1: Global Optimization (Theory )

Citation: Preprint, Department of Chemical Engineering, Centre for Process Systems Engineering, Imperial College London, London, UK, October, 2017

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Entry Submitted: 10/24/2017
Entry Accepted: 10/26/2017
Entry Last Modified: 10/24/2017

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