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A single-level reformulation of mixed integer bilevel programming problems
Authors:Chuanjia Li  Lei Guo
Institution:1. Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200030, China;2. Sino-US Global Logistics Institute, Shanghai Jiao Tong University, Shanghai 200030, China
Abstract:This paper focuses on the single-level reformulation of mixed integer bilevel programming problems (MIBLPP). Due to the existence of lower-level integer variables, the popular approaches in the literature such as the first-order approach are not applicable to the MIBLPP. In this paper, we reformulate the MIBLPP as a mixed integer mathematical program with complementarity constraints (MIMPCC) by separating the lower-level continuous and integer variables. In particular, we show that global and local minimizers of the MIBLPP correspond to those of the MIMPCC respectively under suitable conditions.
Keywords:Mixed integer bilevel program  Mixed integer program  Mathematical program with complementarity constraints
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