Global optimization of mixed-integer bilevel programming problems

Zeynep Gümüş and Christodoulos Floudas ()

Computational Management Science, 2005, vol. 2, issue 3, 212 pages

Abstract: Two approaches that solve the mixed-integer nonlinear bilevel programming problem to global optimality are introduced. The first addresses problems mixed-integer nonlinear in outer variables and C 2 -nonlinear in inner variables. The second adresses problems with general mixed-integer nonlinear functions in outer level. Inner level functions may be mixed-integer nonlinear in outer variables, linear, polynomial, or multilinear in inner integer variables, and linear in inner continuous variables. This second approach is based on reformulating the mixed-integer inner problem as continuous via its vertex polyheral convex hull representation and solving the resulting nonlinear bilevel optimization problem by a novel deterministic global optimization framework. Computational studies illustrate proposed approaches. Copyright Springer-Verlag Berlin/Heidelberg 2005

Keywords: Bilevel optimization; two-level optimization; hierarchical optimization; multilevel programming; mixed-integer nonlinear (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10287-005-0025-1

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