An improved multi-parametric method for solving MIBLPP

Abstract

In this paper, the problem of solving mixed integer bi-level programming problems is discussed. The proposed algorithm is based on the multi-parametric algorithm that using bisection cutting plane techniques to improve bounds. In fact the paper examines the nature of the so-called separation problem, which is generating a valid inequality arising as the solution to the current sub problem of the multi-parametric algorithm. Some examples are provided to demonstrate the algorithm and evaluate its performance.