Technical Note—There’s No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization
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Publication:5144791
DOI10.1287/opre.2019.1944zbMath1457.90094OpenAlexW3038643818MaRDI QIDQ5144791
Martine Labbé, Fränk Plein, Martin Schmidt, Thomas Kleinert
Publication date: 19 January 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2019.1944
hardnessbilevel optimizationmathematical programs with complementarity constraints (MPCC)big-\(M\)bounding polyhedra
Integer programming (90C10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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