A novel approach to pessimistic bilevel problems. An application to the rank pricing problem with ties
Calvete, Herminia I. (Universidad de Zaragoza) ; Galé, Carmen (Universidad de Zaragoza) ; Hernández, Aitor (Universidad de Zaragoza) ; Iranzo, José A. (Universidad de Zaragoza)
Resumen: This paper introduces a novel method to address the pessimistic approach to the bilevel problem. It consists of considering a lexicographic biobjective optimization problem at the lower level. To emphasize the significance of this approach, we implement it in the context of the Rank Pricing Problem with Ties. This problem can be formulated as a bilevel problem that inherently demands the use of the pessimistic approach. Considering the properties of the lexicographic biobjective problem involved, we formulate this problem as a single level mixed integer optimization problem, deriving also valid values for the big-Ms involved and valid inequalities for this formulation. The computational experiment carried out confirms the relevance of the proposed method.
Idioma: Inglés
DOI: 10.1080/02331934.2024.2388204
Año: 2024
Publicado en: OPTIMIZATION (2024), [34 pp.]
ISSN: 0233-1934
Factor impacto JCR: 1.8 (2024)
Categ. JCR: MATHEMATICS, APPLIED rank: 78 / 343 = 0.227 (2024) - Q1 - T1
Categ. JCR: OPERATIONS RESEARCH & MANAGEMENT SCIENCE rank: 60 / 106 = 0.566 (2024) - Q3 - T2
Factor impacto CITESCORE: 4.3 - Applied Mathematics (Q1) - Control and Optimization (Q1) - Management Science and Operations Research (Q2)
Factor impacto SCIMAGO: 0.705 - Applied Mathematics (Q2) - Management Science and Operations Research (Q2) - Control and Optimization (Q2)
Financiación: info:eu-repo/grantAgreement/ES/DGA/E41-20R
Financiación: info:eu-repo/grantAgreement/ES/DGA/E41-23R
Financiación: info:eu-repo/grantAgreement/ES/MICINN/PID2019-104263RB-C43
Financiación: info:eu-repo/grantAgreement/ES/MICINN/PID2022-139543OB-C43
Financiación: info:eu-repo/grantAgreement/EUR/MICINN/TED2021-130961B-I00
Tipo y forma: Article (PostPrint)
Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes.
Exportado de SIDERAL (2026-01-26-14:49:54)
Visitas y descargas
Idioma: Inglés
DOI: 10.1080/02331934.2024.2388204
Año: 2024
Publicado en: OPTIMIZATION (2024), [34 pp.]
ISSN: 0233-1934
Factor impacto JCR: 1.8 (2024)
Categ. JCR: MATHEMATICS, APPLIED rank: 78 / 343 = 0.227 (2024) - Q1 - T1
Categ. JCR: OPERATIONS RESEARCH & MANAGEMENT SCIENCE rank: 60 / 106 = 0.566 (2024) - Q3 - T2
Factor impacto CITESCORE: 4.3 - Applied Mathematics (Q1) - Control and Optimization (Q1) - Management Science and Operations Research (Q2)
Factor impacto SCIMAGO: 0.705 - Applied Mathematics (Q2) - Management Science and Operations Research (Q2) - Control and Optimization (Q2)
Financiación: info:eu-repo/grantAgreement/ES/DGA/E41-20R
Financiación: info:eu-repo/grantAgreement/ES/DGA/E41-23R
Financiación: info:eu-repo/grantAgreement/ES/MICINN/PID2019-104263RB-C43
Financiación: info:eu-repo/grantAgreement/ES/MICINN/PID2022-139543OB-C43
Financiación: info:eu-repo/grantAgreement/EUR/MICINN/TED2021-130961B-I00
Tipo y forma: Article (PostPrint)
Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. Exportado de SIDERAL (2026-01-26-14:49:54)
Permalink:
Visitas y descargas
Este artículo se encuentra en las siguientes colecciones:
Articles > Artículos por área > Estadística e Investigación Operativa
Record created 2026-01-26, last modified 2026-01-26