Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method
From MaRDI portal
Publication:4995065
DOI10.1287/IJOC.2019.0945OpenAlexW3035934825MaRDI QIDQ4995065
Martin Schmidt, Thomas Kleinert
Publication date: 23 June 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2019.0945
stationary pointspenalty methodsbilevel optimizationalternating direction methodsmixed integer bilevel optimization
Related Items (12)
An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems ⋮ A decomposition heuristic for mixed-integer supply chain problems ⋮ Solving linear multiplicative programs via branch-and-bound: a computational experience ⋮ Why there is no need to use a big-\(M\) in linear bilevel optimization: a computational study of two ready-to-use approaches ⋮ A survey on mixed-integer programming techniques in bilevel optimization ⋮ Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique ⋮ A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem ⋮ Closing the gap in linear bilevel optimization: a new valid primal-dual inequality ⋮ Computational linear bilevel optimization ⋮ A penalty branch-and-bound method for mixed-integer quadratic bilevel problems. II: Penalty updates and numerical results ⋮ Componentwise Dinkelbach algorithm for nonlinear fractional optimization problems ⋮ Outer approximation for global optimization of mixed-integer quadratic bilevel problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Transmission and generation investment in electricity markets: the effects of market splitting and network fee regimes
- A class of algorithms for mixed-integer bilevel min-max optimization
- An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions
- Metaheuristics for bi-level optimization
- Bilevel programming and the separation problem
- Is bilevel programming a special case of a mathematical program with complementarity constraints?
- Efficiently solving linear bilevel programming problems using off-the-shelf optimization software
- The EU regulation on cross-border trade of electricity: a two-stage equilibrium model
- Some properties of the bilevel programming problem
- A genetic algorithm for the multidimensional knapsack problem
- Descent approaches for quadratic bilevel programming
- Linear bilevel problems: genericity results and an efficient method for computing local minima
- A note on a penalty function approach for solving bilevel linear programs
- Foundations of bilevel programming
- Nonconvex equilibrium models for gas market analysis: failure of standard techniques and alternative modeling approaches
- A dynamic reformulation heuristic for generalized interdiction problems
- Global optimization of multilevel electricity market models including network design and graph partitioning
- A multilevel model of the European entry-exit gas market
- A bilevel mixed-integer program for critical infrastructure protection planning
- Biconvex sets and optimization with biconvex functions: a survey and extensions
- A smoothing heuristic for a bilevel pricing problem
- A study on the use of heuristics to solve a bilevel programming problem
- Intersection Cuts for Bilevel Optimization
- Bilevel Knapsack with Interdiction Constraints
- Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
- A Branch and Bound Algorithm for the Bilevel Programming Problem
- The polynomial hierarchy and a simple model for competitive analysis
- A simple algorithm for the-linear bilevel programming problem
- A Representation and Economic Interpretation of a Two-Level Programming Problem
- New Branch-and-Bound Rules for Linear Bilevel Programming
- Minimization of a Non-Separable Objective Function Subject to Disjoint Constraints
- A Bilevel Model for Toll Optimization on a Multicommodity Transportation Network
- A New General-Purpose Algorithm for Mixed-Integer Bilevel Linear Programs
- Optimal price zones of electricity markets: a mixed-integer multilevel model and global solution approaches
- Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods
- Interdiction Games and Monotonicity, with Application to Knapsack Problems
- Technical Note—There’s No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization
- Bilevel Programming Problems
- The Mixed Integer Linear Bilevel Programming Problem
- Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps
- A solution method for the linear static Stackelberg problem using penalty functions
- Linear programming. Foundations and extensions
- Bilevel programming and price setting problems
- Benchmarking optimization software with performance profiles.
This page was built for publication: Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method
