A Lagrange Relaxation Based Approach to Solve a Discrete-Continous Bi-Level Model
Open Access
- 1 January 2019
- journal article
- Published by Scientific Research Publishing, Inc. in Open Journal of Optimization
- Vol. 08 (03), 100-111
- https://doi.org/10.4236/ojop.2019.83009
Abstract
In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.Keywords
This publication has 1 reference indexed in Scilit:
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