On unbounded and binary parameters in multi-parametric programming: applications to mixed-integer bilevel optimization and duality theory Academic Article uri icon

abstract

  • © 2016, Springer Science+Business Media New York. In multi-parametric programming an optimization problem is solved as a function of certain parameters, where the parameters are commonly considered to be bounded and continuous. In this paper, we use the case of strictly convex multi-parametric quadratic programming (mp-QP) problems with affine constraints to investigate problems where these conditions are not met. Based on the combinatorial solution approach for mp-QP problems featuring bounded and continuous parameters, we show that (i) for unbounded parameters, it is possible to obtain the multi-parametric solution if there exists one realization of the parameters for which the optimization problem can be solved and (ii) for binary parameters, we present the equivalent mixed-integer formulations for the application of the combinatorial algorithm. These advances are combined into a new, generalized version of the combinatorial algorithm for mp-QP problems, which enables the solution of problems featuring both unbounded and binary parameters. This novel approach is applied to mixed-integer bilevel optimization problems and the parametric solution of the dual of a convex problem.

author list (cited authors)

  • Oberdieck, R., Diangelakis, N. A., Avraamidou, S., & Pistikopoulos, E. N.

citation count

  • 17

publication date

  • September 2016