A Lagrange Relaxation Based Approach to Solve a Discrete-Continous Bi-Level Model

• 作者: Ricardo Aceves-García Zaida E. Alarcón-Bernal
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: Bi-Level PROGRAMMING LAGRANGE RELAXATION Discrete-Continous LINEAR Bilevel
• 年，卷（期）: 2019,（3）
• 页码范围: 100-111
• 页数: 12页
• 分类号: O1

摘要

In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.