Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 73, Issue 1, Pages 27-57Publisher
SPRINGER
DOI: 10.1007/s10898-018-0679-1
Keywords
Mixed-integer bilevel linear program; Global optimization; Single-level reformulation; Reformulation and decomposition method; Projection; Hierarchical supply chain planning
Funding
- National Science Foundation (NSF) CAREER Award [CBET-1643244]
Ask authors/readers for more resources
We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level problems. In particular, we consider MIBLPs with upper-level constraints that involve lower-level variables. We assume that the inducible region is nonempty and all variables are bounded. By using the reformulation and decomposition scheme, an MIBLP is first converted into its equivalent single-level formulation, then computed by a column-and-constraint generation based decomposition algorithm. The solution procedure is enhanced by a projection strategy that does not require the relatively complete response property. To ensure its performance, we prove that our new method converges to the global optimal solution in a finite number of iterations. A large-scale computational study on random instances and instances of hierarchical supply chain planning are presented to demonstrate the effectiveness of the algorithm.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available