Sahar Tahernejad

Valid Inequalities for Mixed Integer Bilevel Linear Optimization Problems

  • Ted K. Ralphs
  • Sahar Tahernejad
    • Categories Cutting Plane Approaches, Game Theory, Polyhedra Tags , ,

    Despite the success of branch-and-cut methods for solving mixed integer bilevel linear optimization problems (MIBLPs) in practice, there have remained some gaps in the theory surrounding these methods. In this paper, we take a first step towards laying out a theory of valid inequalities and cutting-plane methods for MIBLPs that parallels the existing theory for … Read more

    A Unified Framework for Multistage and Multilevel Mixed Integer Linear Optimization

  • Suresh Bolusani
  • Stefano Coniglio
  • Ted K. Ralphs
  • Sahar Tahernejad
    • Categories (Mixed) Integer Linear Programming, Game Theory, Stochastic Programming Tags , , , , ,

    We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical structure of the two problems and allows for the development of a common algorithmic framework. Focusing on the two-stage case, we investigate, in particular, … Read more