Global optimization of mixed-integer bilevel programming problems
Zeynep Gümüş and
Christodoulos Floudas ()
Computational Management Science, 2005, vol. 2, issue 3, 181-212
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)
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