Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method
Abstract
Bilevel problems are highly challenging optimization problems that appear in many applications of energy market design, critical infrastructure defense, transportation, pricing, and so on. Often these bilevel models are equipped with integer decisions, which makes the problems even harder to solve. Typically, in such a setting in mathematical optimization, one develops primal heuristics in order to obtain feasible points of good quality quickly...
Paper Details
Title
Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method
Published Date
Jan 1, 2021
Journal
Volume
33
Issue
1
Pages
198 - 215
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