Name
Title | ||
|---|---|---|
An Exact Algorithmic Framework For A Class Of Mixed-Integer Programs With Equilibrium Constraints |
Abstract | ||
|---|---|---|
In this study, we consider a rich class of mathematical programs with equilibrium constraints (MPECs) involving both integer and continuous variables. Such a class, which subsumes mathematical programs with complementarity constraints, as well as bilevel programs involving lower level convex programs is, in general, extremely hard to solve due to complementarity constraints and integrality requirements. For its solution, we design an (exact) algorithmic framework based on branch-and-bound (B&B) that treats each node of the B&B tree as a separate optimization problem and potentially changes its formulation and solution approach by designing, for example, a separate B&B tree. The framework is implemented and computationally evaluated on a specific instance of MPEC, namely a competitive facility location problem that takes into account the queueing process that determines the equilibrium assignment of users to open facilities, and a generalization of models for which, to date, no exact method has been proposed. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1137/18M1208769 | SIAM JOURNAL ON OPTIMIZATION |
Keywords | DocType | Volume |
bilevel location, mixed-integer programming, global optimization | Journal | 31 |
Issue | ISSN | Citations |
1 | 1052-6234 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Teodora Dan | 1 | 0 | 0.34 |
| Andrea Lodi | 2 | 2198 | 152.51 |
| Patrice Marcotte | 3 | 0 | 1.01 |