Journal
OPTIMIZATION LETTERS
Volume 1, Issue 3, Pages 259-267Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s11590-006-0024-3
Keywords
Linear bilevel programming; Disjunctive cuts; Global optimization
Funding
- FCAR [NC72792]
- NSERC [239436-01, ES D3-317862-2005]
- AFOSR [FA9550-04-1-0235]
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This work shows how disjunctive cuts can be generated for a bilevel linear programming problem (BLP) with continuous variables. First, a brief summary on disjunctive programming and bilevel programming is presented. Then duality theory is used to reformulate BLP as a disjunctive program and, from there, disjunctive programming results are applied to derive valid cuts. These cuts tighten the domain of the linear relaxation of BLP. An example is given to illustrate this idea, and a discussion follows on how these cuts may be incorporated in an algorithm for solving BLP.
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