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A reformulation strategy for mixed-integer linear bi-level programming problems

delete2021-10-01
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S
Sergio Medina-González
L
Lazaros G. Papageorgiou
V
Vivek Dua *
DOI:10.1016/j.compchemeng.2021.107409delete
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Abstract

Abstract

En 中文
Bi-level programming has been used widely to model interactions between hierarchical decision-making problems, and their solution is challenging, especially when the lower-level problem contains discrete decisions. The solution of such mixed-integer linear bi-level problems typically need decomposition, approximation or heuristic-based strategies which either require high computational effort or cannot guarantee a global optimal solution. To overcome these issues, this paper proposes a two-step reformulation strategy in which the first part consists of reformulating the inner mixed-integer problem into a nonlinear one, while in the second step the well-known Karush-Kuhn-Tucker conditions for the nonlinear problem are formulated. This results in a mixed-integer nonlinear problem that can be solved with a global optimiser. The computational and numerical benefits of the proposed reformulation strategy are demonstrated by solving five examples from the literature. (c) 2021 Elsevier Ltd. All rights reserved.
Keywords:
Mixed integer bi-level programming
Lower-level discrete variables
Nonlinear reformulation
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Journal

C
Computers and Chemical Engineering
IF:
3.9
Papers:
8.1K
Citations:
1.7W

Organization

U
university of london
Scholars:
21.5W
Papers: 19.7W
Citations: 305