Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6895030 | European Journal of Operational Research | 2018 | 12 Pages |
Abstract
We consider a subfamily of mixed-integer linear bilevel problems that we call Generalized Interdiction Problems. This class of problems includes, among others, the widely-studied interdiction problems, i.e., zero-sum Stackelberg games where two players (called the leader and the follower) share a set of items, and the leader can interdict the usage of certain items by the follower. Problems of this type can be modeled as Mixed-Integer Nonlinear Programming problems, whose exact solution can be very hard. In this paper we propose a new heuristic scheme based on a single-level and compact mixed-integer linear programming reformulation of the problem obtained by relaxing the integrality of the follower variables. A distinguished feature of our method is that general-purpose mixed-integer cutting planes for the follower problem are exploited, on the fly, to dynamically improve the reformulation. The resulting heuristic algorithm proved very effective on a large number of test instances, often providing an (almost) optimal solution within very short computing times.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Matteo Fischetti, Michele Monaci, Markus Sinnl,