A Lagrange Relaxation Based Approach to Solve a Discrete-Continous Bi-Level Model  

作　　者：Zaida E. Alarcón-Bernal Ricardo Aceves-García 

机构地区：[1]Department of Biomedical Systems Engineering, Universidad Nacional Autónoma de México, Mexico City, Mexico [2]Department of Systems Engineering, Universidad Nacional Autónoma de México, Mexico City, Mexico

出　　处：《Open Journal of Optimization》2019年第3期100-111,共12页最优化（英文）

摘　　要：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.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.

关 键 词：Bi-Level PROGRAMMING LAGRANGE RELAXATION Discrete-Continous LINEAR Bilevel 

分 类 号：O1[理学—数学]