Computational Management Science

, Volume 2, Issue 3, pp 181–212 | Cite as

Global optimization of mixed-integer bilevel programming problems

  • Zeynep H. Gümüş
  • Christodoulos A. Floudas

Abstract.

Two approaches that solve the mixed-integer nonlinear bilevel programming problem to global optimality are introduced. The first addresses problems mixed-integer nonlinear in outer variables and C2-nonlinear in inner variables. The second adresses problems with general mixed-integer nonlinear functions in outer level. Inner level functions may be mixed-integer nonlinear in outer variables, linear, polynomial, or multilinear in inner integer variables, and linear in inner continuous variables. This second approach is based on reformulating the mixed-integer inner problem as continuous via its vertex polyheral convex hull representation and solving the resulting nonlinear bilevel optimization problem by a novel deterministic global optimization framework. Computational studies illustrate proposed approaches.

Keywords:

Bilevel optimization two-level optimization hierarchical optimization multilevel programming mixed-integer nonlinear 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin/Heidelberg 2005

Authors and Affiliations

  • Zeynep H. Gümüş
    • 1
    • 2
  • Christodoulos A. Floudas
    • 1
  1. 1.Princeton UniversityPrincetonUSA
  2. 2.University of Pennsylvania School of MedicinePhiladelphia

Personalised recommendations