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- W2014906945 abstract "We introduce the bilevel knapsack problem with stochastic right-hand sides, and provide necessary and sufficient conditions for the existence of an optimal solution. When the leader’s decisions can take only integer values, we present an equivalent two-stage stochastic programming reformulation with binary recourse. We develop a branch-and-cut algorithm for solving this reformulation, and a branch-and-backtrack algorithm for solving the scenario subproblems. Computational experiments indicate that our approach can solve large instances in a reasonable amount of time." @default.
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- W2014906945 date "2010-07-01" @default.
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- W2014906945 title "The bilevel knapsack problem with stochastic right-hand sides" @default.
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- W2014906945 doi "https://doi.org/10.1016/j.orl.2010.04.005" @default.
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