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Intersection cuts - PowerPoint PPT Presentation


Implementing a B&C algorithm for Mixed-Integer Bilevel Linear Programming

Implementing a B&C algorithm for Mixed-Integer Bilevel Linear Programming

Implementing a B&C algorithm for Mixed-Integer Bilevel Linear Programming. Matteo Fischetti , University of Padova. Bilevel Optimization. The general Bilevel Optimization Problem (optimistic version) reads:

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238 views • 20 slides



Intersection Cuts  for Bilevel Optimization

Intersection Cuts for Bilevel Optimization

Intersection Cuts for Bilevel Optimization. Matteo Fischetti , University of Padova Ivana Ljubi c, ESSEC Paris Michele Monaci , University of Padova Markus Sinnl , University of Vienna. Bilevel Optimization. The general Bilevel Optimization Problem (optimistic version) reads:

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213 views • 19 slides


Intersection Cuts from Bilinear Disjunctions

Intersection Cuts from Bilinear Disjunctions

Intersection Cuts from Bilinear Disjunctions. Matteo Fischetti , University of Padova (joint work with Michele Monaci , University of Bologna). Non-convex MIQP. Goal: implement a Mixed-Integer (non-convex) Quadratic solver Two approaches:

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197 views • 17 slides


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