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BASBL: Branch-And-Sandwich BiLevel solver. II. Implementation and computational study with the BASBLib test set

Remigijus Paulavicius(remigijus.paulavicius***at***imperial.ac.uk)
Polyxeni-M. Kleniati(pmkleniati***at***gmail.com)
Claire S. Adjiman(c.adjiman***at***imperial.ac.uk)

Abstract: We describe BASBL, our implementation of the deterministic global optimization algorithm Branch-and-Sandwich for nonconvex/nonlinear bilevel problems, within the open-source MINOTAUR framework. The solver incorporates the original Branch-and-Sandwich algorithm and modifications proposed in the first part of this work. We also introduce BASBLib, an extensive online library of bilevel benchmark problems collected from the literature and designed to enable contributions from the bilevel optimization community. We use the problems in the current release of BASBLib to analyze the performance of BASBL using different algorithmic options.

Keywords: Nonconvex bilevel programming, Branch-and-Sandwich algorithm, Optimization software, BASBL solver, MINOTAUR toolkit, BASBLib

Category 1: Global Optimization (Applications )

Category 2: Optimization Software and Modeling Systems (Optimization Software Benchmark )

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

Download: [PDF]

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

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