A Unified Framework for Multistage Mixed Integer Linear Optimization
From MaRDI portal
Publication:5014640
DOI10.1007/978-3-030-52119-6_18zbMath1481.90229OpenAlexW3109003571MaRDI QIDQ5014640
Ted K. Ralphs, Stefano Coniglio, Suresh Bolusani, Sahar Tahernejad
Publication date: 8 December 2021
Published in: Bilevel Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-52119-6_18
decomposition methodsdiscrete optimizationmultilevel optimizationprimal and dual functionsmultistage stochastic optimizationconvexification-based methods
Related Items
Optimizing over the Closure of Rank Inequalities with a Small Right-Hand Side for the Maximum Stable Set Problem via Bilevel Programming, Exact methods for discrete \({\varGamma}\)-robust interdiction problems with an application to the bilevel knapsack problem, A survey on bilevel optimization under uncertainty, Using neural networks to solve linear bilevel problems with unknown lower level, Energy storage operation and electricity market design: on the market power of monopolistic storage operators, A survey on mixed-integer programming techniques in bilevel optimization, Complexity of near-optimal robust versions of multilevel optimization problems, Airport capacity extension, fleet investment, and optimal aircraft scheduling in a multilevel market model: quantifying the costs of imperfect markets, A framework for generalized Benders' decomposition and its application to multilevel optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comment on ``Computational complexity of stochastic programming problems
- Transmission and generation investment in electricity markets: the effects of market splitting and network fee regimes
- An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions
- A shared-constraint approach to multi-leader multi-follower games
- Enhanced exact algorithms for discrete bilevel linear problems
- A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- Parametric integer programming algorithm for bilevel mixed integer programs
- Constructive characterizations of the value-function of a mixed-integer program. I
- Construction of a real-world bilevel linear programming model of the highway network design problem
- A nonlinear bilevel model for analysis of electric utility demand-side planning issues
- Bilevel programming: a survey
- Leadership games with convex strategy sets
- The polynomial-time hierarchy
- The value function of a mixed integer program: I
- The value function of a mixed integer program. II
- Stochastic vehicle routing
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Stochastic programming with simple integer recourse
- Bilevel and multilevel programming: A bibliography review
- A bilevel programming approach to determining tax credits for biofuel production
- Solving discrete linear bilevel optimization problems using the optimal value reformulation
- The maximum clique interdiction problem
- A mixed-integer bilevel programming approach for a competitive prioritized set covering problem
- Stochastic linear programming. Models, theory, and computation
- Discrete bilevel programming: application to a natural gas cash-out problem
- On the use of intersection cuts for bilevel optimization
- Deterministic network interdiction
- Determining optimal pollution control policies: An application of bilevel programming
- Algorithms for solving the mixed integer two-level linear programming problem
- Bilevel programming in traffic planning: Models, methods and challenge
- A closed-form representation of mixed-integer program value functions
- Discrete linear bilevel programming problem
- Propositional truth maintenance systems: Classification and complexity analysis
- A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation
- Resolution method for mixed integer bi-level linear problems based on decomposition technique
- Leadership in singleton congestion games: what is hard and what is easy
- Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games
- Computing a pessimistic Stackelberg equilibrium with multiple followers: the mixed-pure case
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- A new branch-and-bound algorithm for the maximum edge-weighted clique problem
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- A bilevel mixed-integer program for critical infrastructure protection planning
- Parametric global optimisation for bilevel programming
- Heuristics for multi-stage interdiction of stochastic networks
- Computational complexity of stochastic programming problems
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- Duality in mathematics and linear and integer programming
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Stochastic Network Interdiction
- A Bilevel Model of Taxation and Its Application to Optimal Highway Pricing
- Stochastic Vehicle Routing with Recourse
- Introduction to Stochastic Programming
- On the Complexity of Selecting Disjunctions in Integer Programming
- Solving multi-leader–common-follower games
- Reformulation and sampling to solve a stochastic network interdiction problem
- Bilevel Knapsack with Interdiction Constraints
- Maximum Throughput Network Routing Subject to Fair Flow Allocation
- Security and Game Theory
- Computational Difficulties of Bilevel Linear Programming
- On Two-Stage Stochastic Minimum Spanning Trees
- An Algorithm for Solving the General Bilevel Programming Problem
- The polynomial hierarchy and a simple model for competitive analysis
- Integer programming duality: Price functions and sensitivity analysis
- New Branch-and-Bound Rules for Linear Bilevel Programming
- On the Computational Complexity of Combinatorial Problems
- Generating quadratic bilevel programming test problems
- Bilevel Programming Approaches to the Computation of Optimistic and Pessimistic Single-Leader-Multi-Follower Equilibria.
- A New General-Purpose Algorithm for Mixed-Integer Bilevel Linear Programs
- A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem
- Shortest-path network interdiction
- Evolutionary Implementation and Congestion Pricing
- The Watermelon Algorithm for The Bilevel Integer Linear Programming Problem
- The Mixed Integer Linear Bilevel Programming Problem
- LP Rounding Approximation Algorithms for Stochastic Network Design
- Commitment Under Uncertainty: Two-Stage Stochastic Matching Problems
- Applications of Stochastic Programming
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Removing Arcs from a Network
- Optimal interdiction policy for a flow network
- Optimal interdiction of a supply network
- The complexity of theorem-proving procedures
- Mathematical Programs with Optimization Problems in the Constraints
- Bilevel programming and price setting problems
