big-m

A Formulation for Power Flow Interdiction with Bounded Big-M Values

Categories (Mixed) Integer Linear Programming, Bilevel Optimization, Network Optimization Tags , , ,

Interdiction for the direct current optimal power flow problem is commonly modeled in two stages, where an attacker disables components in the first stage and an operator makes remedial adjustments in the second stage. The resulting bilevel mathematical program is often solved via transformation into a single-level mixed-integer program using duality. A drawback of this … Read more

Why there is no need to use a big-M in linear bilevel optimization: A computational study of two ready-to-use approaches

Categories (Mixed) Integer Linear Programming, Complementarity and Variational Inequalities, Cutting Plane Approaches Tags , , , , ,

Linear bilevel optimization problems have gained increasing attention both in theory as well as in practical applications of Operations Research (OR) during the last years and decades. The latter is mainly due to the ability of this class of problems to model hierarchical decision processes. However, this ability makes bilevel problems also very hard to … Read more