BASBL: Branch-And-Sandwich BiLevel solver. Implementation and computational study with the BASBLib test set

摘要

We describe BASBL, our implementation of the deterministic global optimization algorithm Branch-and-Sandwich for a general class of nonconvexonlinear bilevel problems, within the open-source MINOTAUR framework. The solver incorporates the original Branch-and-Sandwich algorithm and modifications proposed in (Paulavicius and Adjiman, J. Glob. Opt., 2019, Submitted). We also introduce BASBLib, an extensive online library of bilevel benchmark problems collected from the literature and designed to enable contributions from the bilevel optimization community. We use the problems in the current release of BASBLib to analyze the performance of BASBL using different algorithmic options and we identify a set of default options that provide good overall performance. Finally, we demonstrate the application of BASBL to a set of flexibility index problems including linear and nonlinear constraints. (C) 2019 Published by Elsevier Ltd.