Mixed Integer Bilevel Programming
by Ted Ralphs
Abstract: A bilevel program is a generalization of a standard mathematical program in which we consider a hierarchical decision system with two independent decision makers whose interests are not necessarily aligned. We will first discuss the importance and applications of this class of mathematical programs, then introduce the basic theory of bilevel programming, focusing on the general mixed integer case. Finally, we review our recent efforts to develop a solver for mixed integer bilevel programs that attempts to generalize techniques used successfully for the solution of standard mixed integer linear programs.
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