From Mixed-Integer Linear to Mixed-Integer Bilevel Linear Programming

Abstract

Bilevel Optimization is a very challenging framework where two players (with different objectives) compete for the definition of the final solution. In this paper we address a generic mixed-integer bilevel linear program, i.e., a bilevel optimization problem where the objective functions and constraints are all linear, and some variables are required to take integer values. We briefly describe some main ingredients of a branch-and-cut general-purpose framework for the exact solution (under appropriate assumptions) of mixed-integer bilevel linear programs.