A new representation for problems in which leader-follower interactions are captured by linear inequalities involving binary leader decisions is introduced, which uses a layered decision-diagram network whose paths encode the leader’s choices and whose terminal values represent the follower’s optimal objective value.
Leonardo Lozano, David Bergman, A. Ciré· Operational Research· 1 citation
We propose a single-level reformulation (SLR) for the pessimistic bilevel optimization problem that does not rely on complementarity conditions or optimal value functions. For this reason, we refer to it as a true single-level reformulation (tSLR). A remarkable consequence is that this reformulation can satisfy the cla...
One of the peculiar features of multi-parametric approach for bilevel programs is that most methods using this approach can be extended to tri-level (and generally to $k$-level) programs, which is not always the case with other non-heuristic solution methods. However, most of existing multi-parametric methods work well...
The results show that basis-aware refinement and informative initial partitions substantially reduce solution times while keeping objective gaps small relative to the reference model, indicating that adaptive partitioning is a promising computational strategy for large-scale stochastic bilevel optimization.
Carlos Muñoz-Rey, Francisco Jara-Moroni· 0 citations
The results show that the heuristic closes the optimality gap for a significant portion of the considered instances and often practically outperforms both heuristic and exact benchmark approaches.
This paper considers the problem of computing a pool of near-optimal solutions to a given optimization problem while maximizing their total pairwise distance, and focuses on Mixed-Integer Linear Programming problems where a subset of variables are binary and consider the Hamming distance over these variables.
Enrico Malaguti, Michele Monaci, P. Paronuzzi· 0 citations
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