Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches
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DOI: 10.1007/s10287-023-00435-5
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Cited by:
- Joaquim Dias Garcia & Guilherme Bodin & Alexandre Street, 2024. "BilevelJuMP.jl: Modeling and Solving Bilevel Optimization Problems in Julia," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 327-335, March.
- Jacquet, Quentin & van Ackooij, Wim & Alasseur, Clémence & Gaubert, Stéphane, 2024. "Quadratic regularization of bilevel pricing problems and application to electricity retail markets," European Journal of Operational Research, Elsevier, vol. 313(3), pages 841-857.
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Keywords
Bilevel optimization; Big-M; SOS-1; Valid inequalities; Computational analysis;All these keywords.
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