An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions

An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions

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Article ID: iaor20141042
Volume: 41
Issue: 6
Start Page Number: 309
End Page Number: 318
Publication Date: Jan 2014
Journal: Computers and Operations Research
Authors: ,
Keywords: programming: integer
Abstract:

We present an exact algorithm for the bilevel mixed integer linear programming (BMILP) problem under three simplifying assumptions. Although BMILP has been studied for decades and widely applied to various real world problems, there are only a few BMILP algorithms. Compared to these existing ones, our new algorithm relies on fewer and weaker assumptions, explicitly considers finite optimal, infeasible, and unbounded cases, and is proved to terminate finitely and correctly. We report results of our computational experiments on a small library of BMILP test instances, which we created and made publicly available online.

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