Abstract
AbstractWe study linear bilevel programming problems, where (some of) the leader and the follower variables are restricted to be integer. A discussion on the relationships between the optimistic and the pessimistic setting is presented, providing necessary and sufficient conditions for them to be equivalent. A new class of inequalities, the follower optimality cuts, is introduced. They are used to derive a single-level non-compact reformulation of a bilevel problem, both for the optimistic and for the pessimistic case. The same is done for a family of known inequalities, the no-good cuts, and a polyhedral comparison of the related formulations is carried out. Finally, for both the optimistic and the pessimistic approach, we present a branch-and-cut algorithm and discuss computational results.
Funder
Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Cited by
1 articles.
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