Journal
COMPUTERS & OPERATIONS RESEARCH
Volume 41, Issue -, Pages 309-318Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.cor.2013.07.016
Keywords
Bilevel optimization; Bilevel mixed integer linear programming; Branch-and-bound
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Funding
- National Science Foundation [EFRI-0835989]
- Electric Power Research Center at Iowa State University
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We present an exact algorithm for the bilevel mixed integer linear programming (BMILP) problem under three simplifying assumptions. Although BMILP has been studied for decades and widely applied to various real world problems, there are only a few BMILP algorithms. Compared to these existing ones, our new algorithm relies on fewer and weaker assumptions, explicitly considers finite optimal, infeasible, and unbounded cases, and is proved to terminate finitely and correctly. We report results of our computational experiments on a small library of BMILP test instances, which we created and made publicly available online. (C) 2013 Elsevier Ltd. All rights reserved.
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