کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5127606 1489055 2017 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A branch and price algorithm for a Stackelberg Security Game
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی صنعتی و تولید
پیش نمایش صفحه اول مقاله
A branch and price algorithm for a Stackelberg Security Game
چکیده انگلیسی


- A column generation method for tight formulation of Stackelberg Security game model.
- Investigated speedups with use of greedy algorithm and dual variable smoothing.
- Evaluation of its use in a branch and price algorithm.

Mixed integer optimization formulations are an attractive alternative to solve Stackelberg Game problems thanks to the efficiency of state of the art mixed integer algorithms. In particular, decomposition algorithms, such as branch and price methods, make it possible to tackle instances large enough to represent games inspired in real world domians.In this work we focus on Stackelberg Games that arise from a security application and investigate the use of a new branch and price method to solve its mixed integer optimization formulation. We prove that the algorithm provides upper and lower bounds on the optimal solution at every iteration and investigate the use of stabilization heuristics. Our preliminary computational results compare this solution approach with previous decomposition methods obtained from alternative integer programming formulations of Stackelberg games.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Industrial Engineering - Volume 111, September 2017, Pages 216-227
نویسندگان
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