A deterministic bounding procedure for the global optimization of a bi-level mixed-integer problem

DOI10.1016/J.EJOR.2020.09.015MaRDI QIDQ2029945zbMATH OpenOpenAlexFDO

Authors Inês Soares, Maria João Alves, Carlos Henggeler Antunes

Publication date 4 June 2021

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2020.09.015

zbMATH Keywords

global optimizationbi-level optimizationdemand responsepricing problemmixed-integer linear programming modeldynamic tariffselectricity retail market

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Mixed integer programming (90C11)

Recommendations

• Global optimization of mixed-integer bilevel programming problems
• Bilevel optimization applied to strategic pricing in competitive electricity markets
• An exact solution algorithm for integer bilevel programming with application in energy market optimization
• Global solution of nonlinear mixed-integer bilevel programs
• Bilevel model for retail electricity pricing

Cites work

• A new general-purpose algorithm for mixed-integer bilevel linear programs
• A trilevel model for best response in energy demand-side management
• A value-function-based exact approach for the bilevel mixed-integer programming problem
• An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Discrete linear bilevel programming problem
• Enhanced exact algorithms for discrete bilevel linear problems
• Global optimization of mixed-integer bilevel programming problems
• Global solution of bilevel programs with a nonconvex inner program
• Global solution of nonlinear mixed-integer bilevel programs
• Intersection cuts for bilevel optimization
• Linear bilevel programming with upper level constraints depending on the lower level solution
• The Mixed Integer Linear Bilevel Programming Problem

Cited in

(4)

• A deterministic bounding algorithm vs. a hybrid meta-heuristic to deal with a bilevel mixed-integer nonlinear optimization model for electricity dynamic pricing
• Dynamic pricing and strategic retailers in the energy sector: a multi-leader-follower approach
• Dynamic pricing in the electricity retail market: a stochastic bi-level approach
• Job scheduling under time-of-use energy tariffs for sustainable manufacturing: a survey

This page was built for publication: A deterministic bounding procedure for the global optimization of a bi-level mixed-integer problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2029945)