A single-level reformulation of mixed integer bilevel programming problems

作者：Li, Chuanjia; Guo, Lei^*

来源：Operations Research Letters, 2017, 45(1): 1-5.

DOI：10.1016/j.orl.2016.10.013

• Mixed integer bilevel program
• Mixed integer program
• Mathematical program with complementarity constraints

This paper focuses on the single-level reformulation of mixed integer bilevel programming problems (MIBLPP). Due to the existence of lower-level integer variables, the popular approaches in the literature such as the first-order approach are not applicable to the MIBLPP. In this paper, we reformulate the MIBLPP as a mixed integer mathematical program with complementarity constraints (MIMPCC) by separating the lower-level continuous and integer variables. In particular, we show that global and local minimizers of the MIBLPP correspond to those of the MIMPCC respectively under suitable conditions.

• 出版日期2017-1
• 单位上海交通大学