Journal
MATHEMATICAL PROGRAMMING COMPUTATION
Volume 12, Issue 4, Pages 529-568Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s12532-020-00183-6
Keywords
Bilevel optimization; Mixed integer optimization; Branch-and-cut algorithm; Open-source solver
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Funding
- National Science Foundation [CMMI-1435453, CMMI-0728011, ACI-0102687]
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In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using 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.
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