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Computers & Industrial Engineering
Article . 2017 . Peer-reviewed
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Article . 2017
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Article . 2017 . Peer-reviewed
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A branch and price algorithm for a Stackelberg Security Game

Authors: Felipe Lagos; Fernando Ordóñez; Martine Labbé;

A branch and price algorithm for a Stackelberg Security Game

Abstract

Mixed integer optimization formulations are an attractive alternative to solve Stackelberg Game problems thanks to the efficiency of state of the art mixed integer algorithms. In particular, decomposition algorithms, such as branch and price methods, make it possible to tackle instances large enough to represent games inspired in real world domians.In this work we focus on Stackelberg Games that arise from a security application and investigate the use of a new branch and price method to solve its mixed integer optimization formulation. We prove that the algorithm provides upper and lower bounds on the optimal solution at every iteration and investigate the use of stabilization heuristics. Our preliminary computational results compare this solution approach with previous decomposition methods obtained from alternative integer programming formulations of Stackelberg games.

Countries
Belgium, France, France, Chile
Keywords

Informatique générale, Column generation, Security, Sciences de l'ingénieur, Stackelberg games, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC]

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Top 10%
Average
Top 10%
Green
bronze