In this paper, we consider the global solution of bilevel programs involving nonconvex functions. We present algorithmic improvements and extensions to the recently proposed deterministic Branch-and-Sandwich algorithm (Kleniati and Adjiman, J. Glob. Opt. 60, 425–458, 2014), based on the theoretical results and heuristics. Choices in the way each step of the Branch-and-Sandwich algorithm is tackled, revised bounding schemes, as well as different strategies for branching, node selection, and the node lists management, are explored in this work. The potential benefits of the proposed modifications are examined in an illustrative example.
Citation
Preprint, Department of Chemical Engineering, Centre for Process Systems Engineering, Imperial College London, London, UK, October, 2017
Article
View BASBL: Branch-And-Sandwich BiLevel solver I. Theoretical advances and algorithmic improvements