Multi-parametric global optimization approach for tri-level mixed-integer linear optimization problems

被引:17
作者
Avraamidou, Styliani [1 ,2 ]
Pistikopoulos, Efstratios N. [2 ]
机构
[1] Imperial Coll London, Ctr Proc Syst Engn, London SW7 2AZ, England
[2] Texas A&M Univ, Artie McFerrin Dept Chem Engn, Texas A&M Energy Inst, College Stn, TX USA
关键词
Multi-level mixed-integer optimization; Hierarchical optimization; Tri-level optimization; Multi-parametric programming; ROBUST OPTIMIZATION; PROGRAMMING-MODEL; SYSTEMS;
D O I
10.1007/s10898-018-0668-4
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this work, we present a novel algorithm for the global solution of tri-level mixed-integer linear optimization problems containing both integer and continuous variables at all three optimization levels. Based on multi-parametric theory and our earlier results for bi-level programming problems, the main idea of the algorithm is to recast the lower levels of the tri-level optimization problem as multi-parametric programming problems, in which the optimization variables (continuous and integer) of all the upper level problems, are considered as parameters at the lower levels. The resulting parametric solutions are then substituted into the corresponding higher-level problems sequentially. The algorithm is illustrated through numerical examples, along with implementation and computational studies.
引用
收藏
页码:443 / 465
页数:23
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