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

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DOI: 10.4236/ojop.2019.83009    104 Downloads   219 Views

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.

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Alarcón-Bernal, Z. and Aceves-García, R. (2019) A Lagrange Relaxation Based Approach to Solve a Discrete-Continous Bi-Level Model. Open Journal of Optimization, 8, 100-111. doi: 10.4236/ojop.2019.83009.

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