期刊
JOURNAL OF GLOBAL OPTIMIZATION
卷 61, 期 2, 页码 291-310出版社
SPRINGER
DOI: 10.1007/s10898-014-0189-8
关键词
Bilevel programming; Integer programming; Value functions; Knapsack problem
资金
- Natural Sciences and Engineering Research Council of Canada
- AFOSR [FA9550-08-1-0268]
- NSF [CMMI-0825993]
- DoD DURIP [FA2386-12-1-3032]
- US Air Force Summer Faculty Fellowship
We study a class of nonlinear bilevel knapsack problems. The upper-level objective is a nonlinear integer function of both the leader's and the follower's decision variables. At the lower level the follower solves a linear binary knapsack problem, where the right-hand side of the knapsack constraint depends on the resource allocated by the leader. After discussing computational complexity issues, we propose an exact solution approach using an equivalent single-level value function reformulation. Extensive computational experiments are performed with quadratic and fractional binary objective functions.
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