A dynamic reformulation heuristic for ...
Type de document :
Article dans une revue scientifique: Article original
Titre :
A dynamic reformulation heuristic for Generalized Interdiction Problems
Auteur(s) :
Fischetti, Matteo [Auteur]
Dipartimento di Ingegneria de l'Informazione [Padova] [DEI]
Monaci, Michele [Auteur]
Department of electrical, electronic and information engineering "GUGLIELMO MARCONI" [Bologna] [DEI]
Sinnl, Markus [Auteur]
Universität Wien = University of Vienna
Integrated Optimization with Complex Structure [INOCS]
Dipartimento di Ingegneria de l'Informazione [Padova] [DEI]
Monaci, Michele [Auteur]
Department of electrical, electronic and information engineering "GUGLIELMO MARCONI" [Bologna] [DEI]
Sinnl, Markus [Auteur]
Universität Wien = University of Vienna
Integrated Optimization with Complex Structure [INOCS]
Titre de la revue :
European Journal of Operational Research
Pagination :
1-12
Éditeur :
Elsevier
Date de publication :
2017-11
ISSN :
0377-2217
Discipline(s) HAL :
Computer Science [cs]/Operations Research [math.OC]
Résumé en anglais : [en]
We consider a subfamily of mixed-integer linear bilevel problems that we call Generalized Interdiction Problems. This class of problems includes, among others, the widely-studied interdiction problems, i.e., zero-sum ...
Lire la suite >We consider a subfamily of mixed-integer linear bilevel problems that we call Generalized Interdiction Problems. This class of problems includes, among others, the widely-studied interdiction problems, i.e., zero-sum Stackelberg games where two players (called the leader and the follower) share a set of items, and the leader can interdict the usage of certain items by the follower. Problems of this type can be modeled as Mixed-Integer Nonlinear Programming problems, whose exact solution can be very hard. In this paper we propose a new heuristic scheme based on a single-level and compact mixed-integer linear programming reformulation of the problem obtained by relaxing the integrality of the follower variables. A distinguished feature of our method is that general-purpose mixed-integer cutting planes for the follower problem are exploited, on the fly, to dynamically improve the reformulation. The resulting heuristic algorithm proved very effective on a large number of test instances, often providing an (almost) optimal solution within very short computing times.Lire moins >
Lire la suite >We consider a subfamily of mixed-integer linear bilevel problems that we call Generalized Interdiction Problems. This class of problems includes, among others, the widely-studied interdiction problems, i.e., zero-sum Stackelberg games where two players (called the leader and the follower) share a set of items, and the leader can interdict the usage of certain items by the follower. Problems of this type can be modeled as Mixed-Integer Nonlinear Programming problems, whose exact solution can be very hard. In this paper we propose a new heuristic scheme based on a single-level and compact mixed-integer linear programming reformulation of the problem obtained by relaxing the integrality of the follower variables. A distinguished feature of our method is that general-purpose mixed-integer cutting planes for the follower problem are exploited, on the fly, to dynamically improve the reformulation. The resulting heuristic algorithm proved very effective on a large number of test instances, often providing an (almost) optimal solution within very short computing times.Lire moins >
Langue :
Anglais
Comité de lecture :
Oui
Audience :
Internationale
Vulgarisation :
Non
Collections :
Source :
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