Claire S. Adjiman

BASBL: Branch-And-Sandwich BiLevel solver. II. Implementation and computational study with the BASBLib test set

  • Claire S. Adjiman
  • Polyxeni-Margarita Kleniati
  • Remigijus Paulavicius
    • Categories Global Optimization Applications, Optimization Software Benchmark Tags , , , , ,

    We describe BASBL, our implementation of the deterministic global optimization algorithm Branch-and-Sandwich for nonconvex/nonlinear bilevel problems, within the open-source MINOTAUR framework. The solver incorporates the original Branch-and-Sandwich algorithm and modifications proposed in the first part of this work. We also introduce BASBLib, an extensive online library of bilevel benchmark problems collected from the literature and … Read more

    BASBL: Branch-And-Sandwich BiLevel solver I. Theoretical advances and algorithmic improvements

  • Claire S. Adjiman
  • Remigijus Paulavicius
    • Categories Global Optimization Theory Tags , ,

    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, … Read more

    Branch-and-Sandwich: A Deterministic Global Optimization Algorithm for Optimistic Bilevel Programming Problems

  • Claire S. Adjiman
  • Polyxeni-Margarita Kleniati
    • Categories Global Optimization Theory Tags , ,

    We present a global optimization algorithm, Branch-and-Sandwich, for optimistic bilevel programming problems which satisfy a regularity condition in the inner problem. The functions involved are assumed to be nonconvex and twice continuously differentiable. The proposed approach can be interpreted as the exploration of two solution spaces (corresponding to the inner and the outer problems) using … Read more