In this paper we focus on linear bi-level problems in which the variables controlled by the leader are discrete. It is known that such problems are equivalent to continuous linear bi-level problems in which the integrality requirements are relaxed and the leader's objective function is modified including a concave penalty function weighted by a parameter µ. The equivalence holds for a sufficiently large value of µ. A valid lower bound for µ is known in the literature. In the following, we provide an improvement of this lower bound and experiment the new lower bound on a set of test problems.
Caramia, M., Mari, R. (2015). On the Choice of the Penalty Parameter for Discrete-Continuous Linear Bilevel Problems Reformulation. INTERNATIONAL JOURNAL OF MATHEMATICS IN OPERATIONAL RESEARCH, 7(1), 103-118 [10.1504/IJMOR.2015.065959].
On the Choice of the Penalty Parameter for Discrete-Continuous Linear Bilevel Problems Reformulation
CARAMIA, MASSIMILIANO;
2015-01-01
Abstract
In this paper we focus on linear bi-level problems in which the variables controlled by the leader are discrete. It is known that such problems are equivalent to continuous linear bi-level problems in which the integrality requirements are relaxed and the leader's objective function is modified including a concave penalty function weighted by a parameter µ. The equivalence holds for a sufficiently large value of µ. A valid lower bound for µ is known in the literature. In the following, we provide an improvement of this lower bound and experiment the new lower bound on a set of test problems.File | Dimensione | Formato | |
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