bilevel linear optimization
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scholarly journals A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation

2020 ◽  
Vol 12 (4) ◽  
pp. 529-568 ◽  
Author(s):  
Sahar Tahernejad ◽  
Ted K. Ralphs ◽  
Scott T. DeNegre
Keyword(s):  
Optimization Problems ◽  
Linear Optimization ◽  
Branch And Cut ◽  
Mixed Integer ◽  
Linear Optimization Problems ◽  
Bilevel Linear Optimization

scholarly journals Pessimistic Bilevel Linear Optimization

2018 ◽  
Vol 1 (1) ◽  
pp. 1-10
Author(s):  
S. Dempe ◽  
G. Luo ◽  
S. Franke
Keyword(s):  
Optimization Problem ◽  
Value Function ◽  
Linear Optimization ◽  
Equivalent Transformation ◽  
Optimal Solutions ◽  
Linear Optimization Problem ◽  
Optimal Value ◽  
Nonconvex And Nonsmooth Optimization ◽  
Bilevel Linear Optimization ◽  
Nonsmooth Optimization Problem

In this paper, we investigate the pessimistic bilevel linear optimization problem (PBLOP). Based on the lower level optimal value function and duality, the PBLOP can be transformed to a single-level while nonconvex and nonsmooth optimization problem. By use of linear optimization duality, we obtain a tractable and equivalent transformation and propose algorithms for computing global or local optimal solutions. One small example is presented to illustrate the feasibility of the method.  

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