TITLE:
A Lagrange Relaxation Based Approach to Solve a Discrete-Continous Bi-Level Model
AUTHORS:
Zaida E. Alarcón-Bernal, Ricardo Aceves-García
KEYWORDS:
Bi-Level Programming, Lagrange Relaxation, Discrete-Continous Linear Bilevel
JOURNAL NAME:
Open Journal of Optimization,
Vol.8 No.3,
September
25,
2019
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.