Technical Note—There’s No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization-Reference-Cited by-同舟云学术

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Technical Note—There’s No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization

Published:2020-11 Issue:6 Volume:68 Page:1716-1721
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Kleinert Thomas¹^ORCID,Labbé Martine²³^ORCID,Plein Fr¨ank²³^ORCID,Schmidt Martin⁴^ORCID

Affiliation:

1. Discrete Optimization, Friedrich-Alexander-Universität Erlangen-Nürnberg, 91058 Erlangen, Germany;

2. Department of Computer Science, Université Libre de Bruxelles, 1050 Brussels, Belgium;

3. Inria Lille–Nord Europe, 59650 Villeneuve d’Ascq, France;

4. Department of Mathematics, Trier University, 54296 Trier, Germany

Abstract

There's No Free Lunch in Bilevel Optimization

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Reference31 articles.

1. Links Between Linear Bilevel and Mixed 0–1 Programming Problems

2. Some properties of the bilevel programming problem

3. A Branch and Bound Algorithm for the Bilevel Programming Problem

4. Two-Level Linear Programming

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