Discrete bilevel programming: application to a natural gas cash-out problem

DOI10.1016/j.ejor.2004.01.047zbMath1064.90029OpenAlexW2171307955MaRDI QIDQ1780755

Roger Z. Ríos-Mercado, Stephan Dempe, Vyacheslav V. Kalashnikov

Publication date: 13 June 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.01.047

zbMATH Keywords

convergenceNonlinear programmingpenalty function methodStackelberg gamesBilevel programmingGas cash-out problemGeneralized transportation problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Transportation, logistics and supply chain management (90B06) Boolean programming (90C09) Multistage and repeated games (91A20)

Related Items (25)

Multilevel decision-making: a survey ⋮ Optimal operation of transient gas transport networks ⋮ Strategic interactions between liquefied natural gas and domestic gas markets: a bilevel model ⋮ The natural gas cash-out problem: a bilevel optimal control approach ⋮ Bilevel programming and applications ⋮ On unbounded and binary parameters in multi-parametric programming: applications to mixed-integer bilevel optimization and duality theory ⋮ Optimality conditions for a bilevel matroid problem ⋮ Multi-parametric global optimization approach for tri-level mixed-integer linear optimization problems ⋮ Natural gas bilevel cash-out problem: convergence of a penalty function method ⋮ A linearization approach to solve the natural gas cash-out bilevel problem ⋮ A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem ⋮ A single-level reformulation of mixed integer bilevel programming problems ⋮ Parametric global optimisation for bilevel programming ⋮ Natural gas cash-out problem: bilevel stochastic optimization approach ⋮ Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level ⋮ An optimization model for area traffic control with link tolls ⋮ An enhanced branch-and-bound algorithm for bilevel integer linear programming ⋮ Optimization for signal setting problems using non-smooth techniques ⋮ Bilevel programming problems with simple convex lower level ⋮ On bilevel variational inequalities ⋮ The Watermelon Algorithm for The Bilevel Integer Linear Programming Problem ⋮ An interactive approach based on a discrete differential evolution algorithm for a class of integer bilevel programming problems ⋮ Bilevel programming with discrete lower level problems ⋮ A Unified Framework for Multistage Mixed Integer Linear Optimization ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• GAMS

Cites Work

• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Practical bilevel optimization. Algorithms and applications
• A penalty function approach for solving bi-level linear programs
• Multilevel optimization: algorithms and applications
• Foundations of bilevel programming
• Solving two-level variational inequality
• Discrete linear bilevel programming problem
• New Branch-and-Bound Rules for Linear Bilevel Programming
• The Mixed Integer Linear Bilevel Programming Problem
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