A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation
Sahar Tahernejad, Ted K. Ralphs, Scott T. DeNegre
Topics & Concepts
Bilevel optimizationTheory of computationSolverMathematical optimizationInteger (computer science)Computer scienceOptimization problemAlgorithmRange (aeronautics)Integer programmingLinear programmingLinear systemContinuous optimizationOptimization algorithmOutcome (game theory)MathematicsBranch and cutTrust regionOptimization and Variational AnalysisAdvanced Optimization Algorithms ResearchRisk and Portfolio Optimization