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EOR
2006

A smoothing heuristic for a bilevel pricing problem

13 years 3 months ago
A smoothing heuristic for a bilevel pricing problem
In this paper, we provide a heuristic procedure, that performs well from a global optimality point of view, for an important and difficult class of bilevel programs. The algorithm relies on an interior point approach that can be interpreted as a combination of smoothing and implicit programming techniques. Although the algorithm cannot guarantee global optimality, very good solutions can be obtained through the use of a suitable set of parameters. The algorithm has been tested on large-scale instances of a network pricing problem, an application that fits our modeling framework. Preliminary results show that on hard instances, our approach constitutes an alternative to solvers based on mixed 0
Jean-Pierre Dussault, Patrice Marcotte, Séb
Added 12 Dec 2010
Updated 12 Dec 2010
Type Journal
Year 2006
Where EOR
Authors Jean-Pierre Dussault, Patrice Marcotte, Sébastien Roch, Gilles Savard
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