Algorithms and applications for a class of bilevel MILPs - Archive ouverte HAL
Article Dans Une Revue Discrete Applied Mathematics Année : 2020

Algorithms and applications for a class of bilevel MILPs

Résumé

We study a class of bilevel mixed-integer linear programs with the following restrictions: all upper level variables x are binary, the lower level variables y occur in exactly one upper level constraint γx + βy ≥ c, and the lower level objective function is min y βy. We propose a new cut generation algorithm to solve this problem class, based on two simplifying assumptions. We then propose a row-and-column generation algorithm which works independently of the assumptions. We apply our methods to two problems: one is related to the optimal placement of measurement devices in an electrical network, and the other is the minimum zero forcing set problem, a variant of the dominating set problem. We exhibit computational results of both methods on the application-oriented instances as well as on randomly generated instances.
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Dates et versions

hal-02322719 , version 1 (30-11-2020)

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Pierre-Louis Poirion, Sónia Toubaline, Claudia d'Ambrosio, Leo Liberti. Algorithms and applications for a class of bilevel MILPs. Discrete Applied Mathematics, 2020, ⟨10.1016/j.dam.2018.02.015⟩. ⟨hal-02322719⟩
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