Assessing Triviality in Random Mixed-Integer Bilevel Optimization Problems to Improve Problem Generators and Libraries

While bilevel optimization is gaining prominence across various domains, the field lacks standardized tools for generating test problems that can effectively evaluate and guide the development of efficient solution algorithms. We define the term "trivial bilevel optimization problem" as a bilevel problem whose high-point relaxation solution is also feasible. These easy-to-solve problems frequently arise in na�ve implementations of random bilevel optimization problem generators, significantly impacting the evaluation of bilevel solution algorithms. However, this problem has not been addressed in the literature to our best knowledge. This work introduces a non-trivial mixed-integer bilevel optimization problem generator, NT-BMIPGen, and a problem library, designed to eliminate the generation of trivial bilevel problems. Through analysis of the bilevel problem structure, we identify key factors contributing to problem triviality. Particularly, the upper to lower variable ratios and the number of decoupled lower-level continuous variables increasing two-level competition significantly impact problem triviality. The proposed generator allows users to customize problem structures while ensuring non-triviality by checking the bilevel feasibility of highpoint relaxation. Additionally, we present a library of 105 non-trivial problems to support algorithm development and testing. This work advances the understanding of bilevel problem complexity and provides essential tools for the systematic evaluation of bilevel optimization algorithms.

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Publication Details

Journal
Systems and Control Transactions
Published
2025-06-30
DOI
https://doi.org/10.69997/sct.149474
Primary Topic
Risk and Portfolio Optimization
Type
article
Field-Weighted Citation Impact
0.00

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article

Assessing Triviality in Random Mixed-Integer Bilevel Optimization Problems to Improve Problem Generators and Libraries

Styliani Avraamidou, Meng‐Lin Tsai
Systems and Control Transactions
Risk and Portfolio Optimization
article

Assessing Triviality in Random Mixed-Integer Bilevel Optimization Problems to Improve Problem Generators and Libraries

Styliani Avraamidou, Meng‐Lin Tsai
article en

Abstract

While bilevel optimization is gaining prominence across various domains, the field lacks standardized tools for generating test problems that can effectively evaluate and guide the development of efficient solution algorithms. We define the term "trivial bilevel optimization problem" as a bilevel problem whose high-point relaxation solution is also feasible. These easy-to-solve problems frequently arise in na�ve implementations of random bilevel optimization problem generators, significantly impacting the evaluation of bilevel solution algorithms. However, this problem has not been addressed in the literature to our best knowledge. This work introduces a non-trivial mixed-integer bilevel optimization problem generator, NT-BMIPGen, and a problem library, designed to eliminate the generation of trivial bilevel problems. Through analysis of the bilevel problem structure, we identify key factors contributing to problem triviality. Particularly, the upper to lower variable ratios and the number of decoupled lower-level continuous variables increasing two-level competition significantly impact problem triviality. The proposed generator allows users to customize problem structures while ensuring non-triviality by checking the bilevel feasibility of highpoint relaxation. Additionally, we present a library of 105 non-trivial problems to support algorithm development and testing. This work advances the understanding of bilevel problem complexity and provides essential tools for the systematic evaluation of bilevel optimization algorithms.

Systems and Control TransactionsVol. 4
University of Wisconsin–Madison (US)
University of Wisconsin-Madison
Openalex Percentile: Top 82%
Risk and Portfolio Optimization
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Assessing Triviality in Random Mixed-Integer Bilevel Optimization Problems to Improve Problem Generators and Libraries — Styliani Avraamidou, Meng‐Lin Tsai · Systems and Control Transactions (2025) | TGRS Research Map | TGRS