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Valid inequalities #101

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matbesancon opened this issue Apr 29, 2021 · 0 comments

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matbesancon commented Apr 29, 2021

Valid inequalities developed by Kleinert et al can tighten the linear relaxation of linear bilevel problems.

An implementation can be found here:
https://github.com/matbesancon/NORBiP.jl/blob/master/src/valid_inequalities.jl
where the inequalities are iteratively tightened several times

The article:
https://link.springer.com/article/10.1007/s11590-020-01660-6

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