Multi-parametric programming based algorithms for the global solution of bi-level mixed-integer linear and quadratic programming problems Chapter

abstract

• 2017 Elsevier B.V. Optimization problems involving two decision makers at two different decision levels are referred to as bi-level programming problems. Bi-level programming problems are very challenging to solve, even in the linear case. For classes of problems where the lower level problem also involves discrete variables, this complexity is further increased, typically requiring global optimization methods for its solution. In this work, we present a novel algorithm for the exact, global and parametric solution of two classes of bi-level programming problems, namely (i) bi-level mixed-integer linear programming problems (B-MILP) and (ii) bi-level mixed-integer quadratic programming problems (B-MIQP) containing both integer and continuous variables at both optimization levels. Computational implementation and computational performance of the algorithm are also discussed.

authors

• Pistikopoulos, Stratos

author list (cited authors)

• Pistikopoulos, E. N., & Avraamidou, S.

citation count

• 1

complete list of authors

• Pistikopoulos, Efstratios N||Avraamidou, Stylani

Book Title

• 27th European Symposium on Computer Aided Process Engineering

publication date

• October 2017

publisher

• Elsevier  Publisher

published in

• Computer Aided Chemical Engineering  Journal

keywords

• Bi-level Programming
• Mixed-integer Programming
• Multi-parametric Programming

Digital Object Identifier (DOI)

• 10.1016/B978-0-444-63965-3.50356-1

start page

• 2125

end page

• 2130

volume

• 40C

URL

• http://dx.doi.org/10.1016/b978-0-444-63965-3.50356-1