Technical note : there's no free lunch : on the hardness of choosing a correct big-M in bilevel optimization
Year of publication: |
2020
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Authors: | Kleinert, Thomas ; Labbé, Martine ; Plein, Fränk ; Schmidt, Martin |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 6, p. 1716-1721
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Subject: | bilevel optimization | mathematical programs with complementarity constraints (MPCC) | bounding polyhedra | big-M | hardness | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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