Medina-Gonzalez, S;
Papageorgiou, LG;
Dua, V;
(2021)
A reformulation strategy for mixed-integer linear bi-level programming problems.
Computers & Chemical Engineering
, 153
, Article 107409. 10.1016/j.compchemeng.2021.107409.
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Abstract
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.
| Type: | Article |
|---|---|
| Title: | A reformulation strategy for mixed-integer linear bi-level programming problems |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.compchemeng.2021.107409 |
| Publisher version: | https://doi.org/10.1016/j.compchemeng.2021.107409 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Mixed Integer bi-level programming, Lower-level discrete variables, nonlinear reformulation |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Chemical Engineering |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10133727 |
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