Natural gas bilevel cash-out problem: convergence of a penalty function method

DOI10.1016/j.ejor.2011.07.003zbMath1242.90228OpenAlexW2091583963MaRDI QIDQ420861

Vyacheslav V. Kalashnikov, Stephan Dempe, Nataliya I. Kalashnykova, Gerardo A. Pérez-Valdés

Publication date: 23 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.07.003

zbMATH Keywords

linearizationpenalty methodbi-level programmingOR in energy

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items (10)

Multilevel decision-making: a survey ⋮ Multiobjective two-level simple recourse programming problems with discrete random variables ⋮ Strategic interactions between liquefied natural gas and domestic gas markets: a bilevel model ⋮ Bilevel programming and applications ⋮ On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty ⋮ A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem ⋮ An enhanced branch-and-bound algorithm for bilevel integer linear programming ⋮ Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches ⋮ Complementarity-based nonlinear programming techniques for optimal mixing in gas networks ⋮ Bilevel Linear Optimization Under Uncertainty

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