NEW BRANCH-AND-BOUND RULES FOR LINEAR BILEVEL PROGRAMMING

被引：474

作者：

HANSEN, P

JAUMARD, B

SAVARD, G

机构：

[1] ECOLE POLYTECH,MONTREAL H3C 3A7,QUEBEC,CANADA

[2] GRP ETUD RECH ANAL DECIS,MONTREAL H3C 3A7,QUEBEC,CANADA

[3] COLL MIL ROYAL ST JEAN,ST JEAN J0J 1R0,QUEBEC,CANADA

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1992年 / 13卷 / 05期

关键词：

BILEVEL PROGRAMMING; STACKELBERG GAME; VARIABLE ELIMINATION; BRANCH AND BOUND;

D O I：

10.1137/0913069

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1194 / 1217

页数：24

共 50 条

[31] BRANCH-AND-BOUND METHOD FOR REVERSED GEOMETRIC-PROGRAMMING
GOCHET, W
SMEERS, Y
OPERATIONS RESEARCH, 1979, 27 (05) : 982 - 996
[32] Branch-and-Bound for Bi-objective Integer Programming
Parragh, Sophie N.
Tricoire, Fabien
INFORMS JOURNAL ON COMPUTING, 2019, 31 (04) : 805 - 822
[33] A Branch-and-Bound Algorithm Embedded with DCA for DC Programming
Wang, Meihua
Xu, Fengmin
Xu, Chengxian
MATHEMATICAL PROBLEMS IN ENGINEERING, 2012, 2012
[34] An efficient spatial branch-and-bound algorithm using an adaptive branching rule for linear multiplicative programming
Shen, Peiping
Wu, Dianxiao
Wang, Yafei
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2023, 426
[35] BASIS-CONSTRAINED LINEAR-PROGRAMMING PROBLEM - ITS FORMULATION AND A BRANCH-AND-BOUND SOLUTION
TABATA, K
ELECTRICAL ENGINEERING IN JAPAN, 1977, 97 (01) : 132 - 136
[36] Privacy Preserving Association Rules by Using Branch-and-Bound Algorithm
Wu, Chieh-Ming
Huang, Yin-Fu
ADVANCES IN COMPUTER SCIENCE AND ENGINEERING, 2012, 141 : 409 - +
[37] Exact Complexity Certification of Suboptimal Branch-and-Bound Algorithms for Mixed-Integer Linear Programming
Shoja, Shamisa
Axehill, Daniel
IFAC PAPERSONLINE, 2023, 56 (02): : 7428 - 7435
[38] Parallel branch-and-bound graph search for correlated association rules
Morishita, S
Nakaya, A
LARGE-SCALE PARALLEL DATA MINING, 2000, 1759 : 127 - 144
[39] A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs
Vielma, Juan Pablo
Ahmed, Shabbir
Nemhauser, George L.
INFORMS JOURNAL ON COMPUTING, 2008, 20 (03) : 438 - 450
[40] REVERSED GEOMETRIC-PROGRAMMING - A BRANCH-AND-BOUND METHOD INVOLVING LINEAR SUB-PROBLEMS
COLE, F
GOCHET, W
VANASSCHE, F
ECKER, J
SMEERS, Y
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1980, 5 (01) : 26 - 35

← 1 2 3 4 5 →