G-2006-12
Disjunctive Cuts for Continuous Linear Bilevel Programming
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BibTeX referenceThis work shows how disjunctive cuts can be generated for a bilevel linear programming problem (BLP) with continuous variables. First, a brief summary on disjunctive programming and bilevel programming is presented. Then duality theory is used to reformulate BLP as a disjunctive program and, from there, disjunctive programming results are applied to derive valid cuts. These cuts tighten the domain of the linear relaxation of BLP. An example is given to illustrate this idea, and a discussion follows on how these cuts may be incorporated in an algorithm for solving BLP.
Published February 2006 , 15 pages
Research Axis
Publication
      
        Jan 2007
      
  
  
              Disjunctive cuts for continuous linear bilevel programming
    
    , , and 
    
      Journal of Global Optimization, 1(3), 259–267, 2007
      
        
        BibTeX reference