195 research outputs found
A parametric integer programming algorithm for bilevel mixed integer programs
We consider discrete bilevel optimization problems where the follower solves
an integer program with a fixed number of variables. Using recent results in
parametric integer programming, we present polynomial time algorithms for pure
and mixed integer bilevel problems. For the mixed integer case where the
leader's variables are continuous, our algorithm also detects whether the
infimum cost fails to be attained, a difficulty that has been identified but
not directly addressed in the literature. In this case it yields a ``better
than fully polynomial time'' approximation scheme with running time polynomial
in the logarithm of the relative precision. For the pure integer case where the
leader's variables are integer, and hence optimal solutions are guaranteed to
exist, we present two algorithms which run in polynomial time when the total
number of variables is fixed.Comment: 11 page
The Stochastic Bilevel Continuous Knapsack Problem with Uncertain Follower's Objective
We consider a bilevel continuous knapsack problem where the leader controls
the capacity of the knapsack, while the follower chooses a feasible packing
maximizing his own profit. The leader's aim is to optimize a linear objective
function in the capacity and in the follower's solution, but with respect to
different item values. We address a stochastic version of this problem where
the follower's profits are uncertain from the leader's perspective, and only a
probability distribution is known. Assuming that the leader aims at optimizing
the expected value of her objective function, we first observe that the
stochastic problem is tractable as long as the possible scenarios are given
explicitly as part of the input, which also allows to deal with general
distributions using a sample average approximation. For the case of
independently and uniformly distributed item values, we show that the problem
is #P-hard in general, and the same is true even for evaluating the leader's
objective function. Nevertheless, we present pseudo-polynomial time algorithms
for this case, running in time linear in the total size of the items. Based on
this, we derive an additive approximation scheme for the general case of
independently distributed item values, which runs in pseudo-polynomial time.Comment: A preliminary version of parts of this article can be found in
Section 8 of arXiv:1903.02810v
The robust bilevel continuous knapsack problem with uncertain follower's objective
We consider a bilevel continuous knapsack problem where the leader controls
the capacity of the knapsack and the follower chooses an optimal packing
according to his own profits, which may differ from those of the leader. To
this bilevel problem, we add uncertainty in a natural way, assuming that the
leader does not have full knowledge about the follower's problem. More
precisely, adopting the robust optimization approach and assuming that the
follower's profits belong to a given uncertainty set, our aim is to compute a
solution that optimizes the worst-case follower's reaction from the leader's
perspective. By investigating the complexity of this problem with respect to
different types of uncertainty sets, we make first steps towards better
understanding the combination of bilevel optimization and robust combinatorial
optimization. We show that the problem can be solved in polynomial time for
both discrete and interval uncertainty, but that the same problem becomes
NP-hard when each coefficient can independently assume only a finite number of
values. In particular, this demonstrates that replacing uncertainty sets by
their convex hulls may change the problem significantly, in contrast to the
situation in classical single-level robust optimization. For general polytopal
uncertainty, the problem again turns out to be NP-hard, and the same is true
for ellipsoidal uncertainty even in the uncorrelated case. All presented
hardness results already apply to the evaluation of the leader's objective
function
An exact approach for the bilevel knapsack problem with interdiction constraints and extensions
We consider the bilevel knapsack problem with interdiction constraints, an extension of the classic 0–1 knapsack problem formulated as a Stackelberg game with two agents, a leader and a follower, that choose items from a common set and hold their own private knapsacks. First, the leader selects some items to be interdicted for the follower while satisfying a capacity constraint. Then the follower packs a set of the remaining items according to his knapsack constraint in order to maximize the profits. The goal of the leader is to minimize the follower’s total profit. We derive effective lower bounds for the bilevel knapsack problem and present an exact method that exploits the structure of the induced follower’s problem. The approach strongly outperforms the current state-of-the-art algorithms designed for the problem. We extend the same algorithmic framework to the interval min–max regret knapsack problem after providing a novel bilevel programming reformulation. Also for this problem, the proposed approach outperforms the exact algorithms available in the literature
Canonical duality theory and algorithm for solving bilevel knapsack problems with applications
A novel canonical duality theory (CDT) is presented for solving general bilevel mixed integer nonlinear optimization governed by linear and quadratic knapsack problems. It shows that the challenging knapsack problems can be solved analytically in term of their canonical dual solutions. The existence and uniqueness of these analytical solutions are proved. NP-hardness of the knapsack problems is discussed. A powerful CDT algorithm combined with an alternative iteration and a volume reduction method is proposed for solving the NP-hard bilevel knapsack problems. Application is illustrated by benchmark problems in optimal topology design. The performance and novelty of the proposed method are compared with the popular commercial codes. © 2013 IEEE
On topology optimization and canonical duality method
Topology optimization for general materials is correctly formulated as a bi-level knapsack problem, which is considered to be NP-hard in global optimization and computer science. By using canonical duality theory (CDT) developed by the author, the linear knapsack problem can be solved analytically to obtain global optimal solution at each design iteration. Both uniqueness, existence, and NP-hardness are discussed. The novel CDT method for general topology optimization is refined and tested by both 2-D and 3-D benchmark problems. Numerical results show that without using filter and any other artificial technique, the CDT method can produce exactly 0-1 optimal density distribution with almost no checkerboard pattern. Its performance and novelty are compared with the popular SIMP and BESO approaches. Additionally, some mathematical and conceptual mistakes in literature are explicitly addressed. A brief review on the canonical duality theory for modeling multi-scale complex systems and for solving general nonconvex/discrete problems are given in Appendix. This paper demonstrates a simple truth: elegant designs come from correct model and theory. © 201
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