A Branch-and-Cut Algorithm for Mixed Integer Bilevel Linear Optimization Problems and Its Implementation
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.
Cite
@article{arxiv.2104.09010,
title = {A Branch-and-Cut Algorithm for Mixed Integer Bilevel Linear Optimization Problems and Its Implementation},
author = {Sahar Tahernejad and Ted K. Ralphs and Scott T. DeNegre},
journal= {arXiv preprint arXiv:2104.09010},
year = {2021}
}