A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation
2
Hospital for Special surgery, New York, USA
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Publication type: Journal Article
Publication date: 2020-06-26
scimago Q1
wos Q1
SJR: 1.351
CiteScore: 8.4
Impact factor: 3.6
ISSN: 18672949, 18672957
Software
Theoretical Computer Science
Abstract
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing algorithms (for both traditional mixed integer linear optimization and MIBLPs) with new techniques to produce a flexible and robust framework capable of solving a wide range of bilevel optimization problems. The framework has been fully implemented in the open-source solver MibS. The paper describes the algorithmic options offered by MibS and presents computational results evaluating the effectiveness of the various options for the solution of a number of classes of bilevel optimization problems from the literature.
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73
Total citations:
73
Citations from 2024:
34
(46.58%)
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GOST
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Tahernejad S., Ralphs T. K., Denegre S. T. A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation // Mathematical Programming Computation. 2020. Vol. 12. No. 4. pp. 529-568.
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Tahernejad S., Ralphs T. K., Denegre S. T. A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation // Mathematical Programming Computation. 2020. Vol. 12. No. 4. pp. 529-568.
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RIS
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TY - JOUR
DO - 10.1007/s12532-020-00183-6
UR - https://doi.org/10.1007/s12532-020-00183-6
TI - A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation
T2 - Mathematical Programming Computation
AU - Tahernejad, Sahar
AU - Ralphs, Ted K
AU - Denegre, Scott T
PY - 2020
DA - 2020/06/26
PB - Springer Nature
SP - 529-568
IS - 4
VL - 12
SN - 1867-2949
SN - 1867-2957
ER -
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BibTex (up to 50 authors)
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@article{2020_Tahernejad,
author = {Sahar Tahernejad and Ted K Ralphs and Scott T Denegre},
title = {A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation},
journal = {Mathematical Programming Computation},
year = {2020},
volume = {12},
publisher = {Springer Nature},
month = {jun},
url = {https://doi.org/10.1007/s12532-020-00183-6},
number = {4},
pages = {529--568},
doi = {10.1007/s12532-020-00183-6}
}
Cite this
MLA
Copy
Tahernejad, Sahar, et al. “A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation.” Mathematical Programming Computation, vol. 12, no. 4, Jun. 2020, pp. 529-568. https://doi.org/10.1007/s12532-020-00183-6.