Fourth Mexican International Conference on Computer Science
Application of Discrete Bilevel Programming to Some Applied Problems
Tlaxcala, Mexico
September 08-September 12
ISBN: 0-7695-1915-6
In this paper, we present a mathematical framework for the problem of minimization of the cash-out penalties of a natural gas shipper. The problem is modeled as a mixed-integer bilevel programming problem. To solve it efficiently, we re-formulate it as a standard mathematical programming problem making use of an exact penalty function approach, and describe a branch-and-bound algorithm for its solution.
Citation:
Stephan Dempe, Vyacheslav Kalashnikov, Hugo Terashima, "Application of Discrete Bilevel Programming to Some Applied Problems," enc, pp.254, Fourth Mexican International Conference on Computer Science, 2003