An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming
In this paper, a new branch-and-cut algorithm for mixed integer bi-level programming is proposed. For achieving this purpose, a historical perspective of the development of enumeration methods in the field of bi-level linear programming is considered. Then, we present some obstacles for using branch...
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Universitat Politecnica de Valencia
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doaj-bb4873bc09ed4c319d4bfade08e5bb842020-11-25T00:02:42ZengUniversitat Politecnica de ValenciaInternational Journal of Production Management and Engineering2340-48762017-01-015111010.4995/ijpme.2017.65125044An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level ProgrammingArsalan Rahmani0Majid Yousefikhoshbakht1University of KurdistanIslamic Azad UniversIn this paper, a new branch-and-cut algorithm for mixed integer bi-level programming is proposed. For achieving this purpose, a historical perspective of the development of enumeration methods in the field of bi-level linear programming is considered. Then, we present some obstacles for using branch and bound method based on them, and an algorithm is developed to solve for mixed integer bi-level problem. Finally, we use a preference function to determine the choice of branching and specialized cuts in a branch and cut tree. Computational results are reported and compared favorably to those of previous methods and then implications discussed. The results show that not only the proposed algorithm can find high quality solutions for solving a number of the problems, but also it is competitive with other famous published algorithms.http://polipapers.upv.es/index.php/IJPME/article/view/6512Mixed-integer bi-level programmingBranch and cut methodFathoming branch |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Arsalan Rahmani Majid Yousefikhoshbakht |
spellingShingle |
Arsalan Rahmani Majid Yousefikhoshbakht An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming International Journal of Production Management and Engineering Mixed-integer bi-level programming Branch and cut method Fathoming branch |
author_facet |
Arsalan Rahmani Majid Yousefikhoshbakht |
author_sort |
Arsalan Rahmani |
title |
An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming |
title_short |
An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming |
title_full |
An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming |
title_fullStr |
An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming |
title_full_unstemmed |
An Effective Branch-and-cut algorithm in Order to Solve the Mixed Integer Bi-level Programming |
title_sort |
effective branch-and-cut algorithm in order to solve the mixed integer bi-level programming |
publisher |
Universitat Politecnica de Valencia |
series |
International Journal of Production Management and Engineering |
issn |
2340-4876 |
publishDate |
2017-01-01 |
description |
In this paper, a new branch-and-cut algorithm for mixed integer bi-level programming is proposed. For achieving this purpose, a historical perspective of the development of enumeration methods in the field of bi-level linear programming is considered. Then, we present some obstacles for using branch and bound method based on them, and an algorithm is developed to solve for mixed integer bi-level problem. Finally, we use a preference function to determine the choice of branching and specialized cuts in a branch and cut tree. Computational results are reported and compared favorably to those of previous methods and then implications discussed. The results show that not only the proposed algorithm can find high quality solutions for solving a number of the problems, but also it is competitive with other famous published algorithms. |
topic |
Mixed-integer bi-level programming Branch and cut method Fathoming branch |
url |
http://polipapers.upv.es/index.php/IJPME/article/view/6512 |
work_keys_str_mv |
AT arsalanrahmani aneffectivebranchandcutalgorithminordertosolvethemixedintegerbilevelprogramming AT majidyousefikhoshbakht aneffectivebranchandcutalgorithminordertosolvethemixedintegerbilevelprogramming AT arsalanrahmani effectivebranchandcutalgorithminordertosolvethemixedintegerbilevelprogramming AT majidyousefikhoshbakht effectivebranchandcutalgorithminordertosolvethemixedintegerbilevelprogramming |
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1725437031310426112 |