DocumentCode
2092242
Title
Application of discrete bilevel programming to some applied problems
Author
Dempe, Stephan ; Kalashnikov, Vyacheslav ; Terashima, Hugo
Author_Institution
TU Freiberg, Germany
fYear
2003
fDate
8-12 Sept. 2003
Firstpage
254
Lastpage
262
Abstract
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.
Keywords
integer programming; minimisation; natural gas technology; pipelines; tree searching; branch-and-bound algorithm; cash-out penalties; discrete bilevel programming; exact penalty function approach; mathematical framework; mathematical programming problem; minimization problem; mixed-integer bilevel programming problem; natural gas shipper; Computer science; Contracts; Costs; Linear programming; Mathematical programming; Natural gas; Natural gas industry; Pipelines;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science, 2003. ENC 2003. Proceedings of the Fourth Mexican International Conference on
Print_ISBN
0-7695-1915-6
Type
conf
DOI
10.1109/ENC.2003.1232902
Filename
1232902
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