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An exact solution approach for a multi-follower bilevel optimization problem

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Resumo:Bilevel problems are hierarchical optimization problems in which the set of feasible solutions is determined by the set of optimal solutions of a parametric problem. These problems model hierarchical decision processes involving a leader that takes his decision by considering the reaction of a follower. In this paper, we address a bilevel optimization problem with multiple followers, and we explore an exact solution approach that is an extension of an algorithm proposed recently for the case where there is only one follower. The algorithm consists in two phases. The first phase is based on dynamic programming rules, while the second consists in solving the reformulated problem that results from the first phase. This reformulated problem is solved using a commercial solver. Computational results are reported at the end of the paper.
Autores principais:Mansi, Raid
Outros Autores:Alves, Cláudio; Carvalho, J. M. Valério de; Hanafi, Said
Assunto:Analytical methods Decision support systems Numerical methods Operations planning
Ano:2011
País:Portugal
Tipo de documento:comunicação em conferência
Tipo de acesso:acesso restrito
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
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author Mansi, Raid
author2 Alves, Cláudio
Carvalho, J. M. Valério de
Hanafi, Said
author2_role author
author
author
author_facet Mansi, Raid
Alves, Cláudio
Carvalho, J. M. Valério de
Hanafi, Said
author_role author
contributor_name_str_mv RepositóriUM - Universidade do Minho
country_str PT
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datacite.contributors.contributor.contributorName.fl_str_mv RepositóriUM - Universidade do Minho
datacite.creators.creator.creatorName.fl_str_mv Mansi, Raid
Alves, Cláudio
Carvalho, J. M. Valério de
Hanafi, Said
datacite.date.Accepted.fl_str_mv 2011-06-01T00:00:00Z
datacite.date.available.fl_str_mv 2011-12-15T18:41:32Z
datacite.date.embargoed.fl_str_mv 2011-12-15T18:41:32Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_16ec
datacite.subjects.subject.fl_str_mv Analytical methods
Decision support systems
Numerical methods
Operations planning
datacite.titles.title.fl_str_mv An exact solution approach for a multi-follower bilevel optimization problem
dc.contributor.none.fl_str_mv RepositóriUM - Universidade do Minho
dc.creator.none.fl_str_mv Mansi, Raid
Alves, Cláudio
Carvalho, J. M. Valério de
Hanafi, Said
dc.date.Accepted.fl_str_mv 2011-06-01T00:00:00Z
dc.date.available.fl_str_mv 2011-12-15T18:41:32Z
dc.date.embargoed.fl_str_mv 2011-12-15T18:41:32Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv https://hdl.handle.net/1822/15283
dc.language.none.fl_str_mv eng
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_16ec
dc.subject.none.fl_str_mv Analytical methods
Decision support systems
Numerical methods
Operations planning
dc.title.fl_str_mv An exact solution approach for a multi-follower bilevel optimization problem
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_5794
description Bilevel problems are hierarchical optimization problems in which the set of feasible solutions is determined by the set of optimal solutions of a parametric problem. These problems model hierarchical decision processes involving a leader that takes his decision by considering the reaction of a follower. In this paper, we address a bilevel optimization problem with multiple followers, and we explore an exact solution approach that is an extension of an algorithm proposed recently for the case where there is only one follower. The algorithm consists in two phases. The first phase is based on dynamic programming rules, while the second consists in solving the reformulated problem that results from the first phase. This reformulated problem is solved using a commercial solver. Computational results are reported at the end of the paper.
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person_str_mv Mansi, Raid
Alves, Cláudio
Carvalho, J. M. Valério de
Hanafi, Said
publishDate 2011
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spelling engporBilevel problems are hierarchical optimization problems in which the set of feasible solutions is determined by the set of optimal solutions of a parametric problem. These problems model hierarchical decision processes involving a leader that takes his decision by considering the reaction of a follower. In this paper, we address a bilevel optimization problem with multiple followers, and we explore an exact solution approach that is an extension of an algorithm proposed recently for the case where there is only one follower. The algorithm consists in two phases. The first phase is based on dynamic programming rules, while the second consists in solving the reformulated problem that results from the first phase. This reformulated problem is solved using a commercial solver. Computational results are reported at the end of the paper.application/pdfporAn exact solution approach for a multi-follower bilevel optimization problemMansi, RaidAlves, CláudioCarvalho, J. M. Valério deHanafi, SaidHostingInstitutionOrganizationalRepositóriUM - Universidade do Minhoe-mailmailto:repositorium@usdb.uminho.ptrepositorium@usdb.uminho.pt2011-12-15T18:41:32Z2011-062011-06-01T00:00:00ZHandlehttps://hdl.handle.net/1822/15283http://purl.org/coar/access_right/c_16ecrestricted accessAnalytical methodsDecision support systemsNumerical methodsOperations planning58979 bytesother research producthttp://purl.org/coar/resource_type/c_5794conference paperhttp://purl.org/coar/access_right/c_16ecapplication/pdffulltexthttps://repositorium.uminho.pt/bitstreams/bf9aa703-8dc3-435d-a610-2335e74a9f45/download
spellingShingle An exact solution approach for a multi-follower bilevel optimization problem
Mansi, Raid
Analytical methods
Decision support systems
Numerical methods
Operations planning
status SINGLETON
subject.fl_str_mv Analytical methods
Decision support systems
Numerical methods
Operations planning
title An exact solution approach for a multi-follower bilevel optimization problem
title_full An exact solution approach for a multi-follower bilevel optimization problem
title_fullStr An exact solution approach for a multi-follower bilevel optimization problem
title_full_unstemmed An exact solution approach for a multi-follower bilevel optimization problem
title_short An exact solution approach for a multi-follower bilevel optimization problem
title_sort An exact solution approach for a multi-follower bilevel optimization problem
topic Analytical methods
Decision support systems
Numerical methods
Operations planning
topic_facet Analytical methods
Decision support systems
Numerical methods
Operations planning
url https://hdl.handle.net/1822/15283
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