Mixed integer bilevel optimization with a k-optimal follower: a hierarchy of bounds.
Xueyu ShiOleg A. ProkopyevTed K. RalphsPublished in: Math. Program. Comput. (2023)
Keyphrases
- mixed integer
- optimal solution
- global optimization problems
- implicit enumeration
- quadratic program
- linear programming
- worst case
- linear program
- lot sizing
- benders decomposition
- feasible solution
- dynamic programming
- continuous relaxation
- convex hull
- linear programming problems
- upper bound
- network design problem
- lagrangian heuristic
- valid inequalities
- quadratic programming
- optimization problems
- lower bound