A single-level reformulation of mixed integer bilevel programming problems

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• 作者：Chuanjia Li^a ; Lei Guo^b ; ^{guolayne@sjtu.edu.cn}
• 关键词：Mixed integer bilevel program ; Mixed integer program ; Mathematical program with complementarity constraints
• 刊名：Operations Research Letters
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：45
• 期：1
• 页码：1-5
• 全文大小：397 K
• 卷排序：45

文摘

This paper focuses on the single-level reformulation of mixed integer bilevel programming problems (MIBLPP). Due to the existence of lower-level integer variables, the popular approaches in the literature such as the first-order approach are not applicable to the MIBLPP. In this paper, we reformulate the MIBLPP as a mixed integer mathematical program with complementarity constraints (MIMPCC) by separating the lower-level continuous and integer variables. In particular, we show that global and local minimizers of the MIBLPP correspond to those of the MIMPCC respectively under suitable conditions.