Journal
COMPUTERS & INDUSTRIAL ENGINEERING
Volume 111, Issue -, Pages 216-227Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.cie.2017.06.034
Keywords
Column generation; Stackelberg games; Security
Funding
- CONICYT through Fondecyt grant [1140807]
- Complex Engineering Systems Institute, ISCI [CONICYT: FB0816]
- Interuniversity Attraction Poles Programme of the Belgian Science Policy Office [P7/36]
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Mixed integer optimization formulations are an attractive alternative to solve Stackelberg Game problems thanks to the efficiency of state of the art mixed integer algorithms. In particular, decomposition algorithms, such as branch and price methods, make it possible to tackle instances large enough to represent games inspired in real world domians. In this work we focus on Stackelberg Games that arise from a security application and investigate the use of a new branch and price method to solve its mixed integer optimization formulation. We prove that the algorithm provides upper and lower bounds on the optimal solution at every iteration and investigate the use of stabilization heuristics. Our preliminary computational results compare this solution approach with previous decomposition methods obtained from alternative integer programming formulations of Stackelberg games. (C) 2017 Published by Elsevier Ltd.
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