On coupling constraints in linear bilevel optimization

HIGHLIGHTS

• What: The authors show that the bilevel problem with coupling constraints can be reformulated as a bilevel problem without coupling constraints. In the next lemma, the authors show that Problem is, indeed, equivalent to Problem . The authors show that there is a polynomial-sized (in the bit-encoding length of the original problem`s data) penalty parameter so that this formulation is equivalent in terms of optimal solutions. The authors show that the resulting mixed-integer linear program is nothing but the KKT reformulation of Problem .
• Who: Dorothee Henke from the Chair of Business Decisions . . .
  

   

  

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