A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems. Part II: Penalty Updates and Numerical Results

Andreas Horländer () and Martin Schmidt ()
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Andreas Horländer: Trier University
Martin Schmidt: Trier University

Chapter Chapter 18 in Operations Research Proceedings 2022, 2023, pp 147-153 from Springer

Abstract: Abstract In the first part of this paper, we propose a penalty branch-and-bound method for solving bilevel problems with mixed-integer convex-quadratic upper level as well as convex-quadratic and continuous lower level and analyze the method for a fixed penalty parameter. In this second part, we extend the algorithm and its analysis towards iteratively adapted penalty parameters, prove the correctness of this extended method, and show its applicability by some first numerical results.

Keywords: Bilevel optimization; Branch-and-bound; Penalty methods; Mixed-integer optimization (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnopch:978-3-031-24907-5_18

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DOI: 10.1007/978-3-031-24907-5_18

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