Essec\Faculty\Model\Contribution {#2216
#_index: "academ_contributions"
#_id: "2133"
#_source: array:26 [
"id" => "2133"
"slug" => "on-the-use-of-intersection-cuts-for-bilevel-optimization"
"yearMonth" => "2018-11"
"year" => "2018"
"title" => "On the Use of Intersection Cuts for Bilevel Optimization"
"description" => "FISCHETTI, M., LJUBIC, I., MONACI, M. et SINNL, M. (2018). On the Use of Intersection Cuts for Bilevel Optimization. <i>Mathematical Programming</i>, 172(1-2), pp. 77-103."
"authors" => array:4 [
0 => array:3 [
"name" => "LJUBIC Ivana"
"bid" => "B00683004"
"slug" => "ljubic-ivana"
]
1 => array:1 [
"name" => "FISCHETTI M."
]
2 => array:1 [
"name" => "MONACI M."
]
3 => array:1 [
"name" => "SINNL M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://link.springer.com/article/10.1007/s10107-017-1189-5"
"publicationInfo" => array:3 [
"pages" => "77-103"
"volume" => "172"
"number" => "1-2"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We address a generic mixed-integer bilevel linear program (MIBLP), i.e., a bilevel optimization problem where all objective functions and constraints are linear, and some/all variables are required to take integer values. We first propose necessary modifications needed to turn a standard branch-and-bound MILP solver into an exact and finitely-convergent MIBLP solver, also addressing MIBLP unboundedness and infeasibility. As in other approaches from the literature, our scheme is finitely-convergent in case both the leader and the follower problems are pure integer. In addition, it is capable of dealing with continuous variables both in the leader and in follower problems—provided that the leader variables influencing follower’s decisions are integer and bounded. We then introduce new classes of linear inequalities to be embedded in this branch-and-bound framework, some of which are intersection cuts based on feasible-free convex sets. We present a computational study on various classes of benchmark instances available from the literature, in which we demonstrate that our approach outperforms alternative state-of-the-art MIBLP methods."
"en" => "We address a generic mixed-integer bilevel linear program (MIBLP), i.e., a bilevel optimization problem where all objective functions and constraints are linear, and some/all variables are required to take integer values. We first propose necessary modifications needed to turn a standard branch-and-bound MILP solver into an exact and finitely-convergent MIBLP solver, also addressing MIBLP unboundedness and infeasibility. As in other approaches from the literature, our scheme is finitely-convergent in case both the leader and the follower problems are pure integer. In addition, it is capable of dealing with continuous variables both in the leader and in follower problems—provided that the leader variables influencing follower’s decisions are integer and bounded. We then introduce new classes of linear inequalities to be embedded in this branch-and-bound framework, some of which are intersection cuts based on feasible-free convex sets. We present a computational study on various classes of benchmark instances available from the literature, in which we demonstrate that our approach outperforms alternative state-of-the-art MIBLP methods."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-11-21T11:21:49.000Z"
"docTitle" => "On the Use of Intersection Cuts for Bilevel Optimization"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/ljubic-ivana">LJUBIC Ivana</a>, FISCHETTI M., MONACI M., SINNL M."
"docDescription" => "<span class="document-property-authors">LJUBIC Ivana, FISCHETTI M., MONACI M., SINNL M.</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2018</span>"
"keywordList" => ""
"docPreview" => "<b>On the Use of Intersection Cuts for Bilevel Optimization</b><br><span>2018-11 | Journal articles </span>"
"docType" => "research"
"publicationLink" => "<a href="https://link.springer.com/article/10.1007/s10107-017-1189-5" target="_blank">On the Use of Intersection Cuts for Bilevel Optimization</a>"
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.953466
+"parent": null
}