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Improving Homeland Security Decisions by Detlof von Winterfeldt, Milind Tambe, Ali E. Abbas

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23 Mixed-Integer Optimization Methods for Solving Stackelberg Security Games

William Haskell and Fernando Ordóñez

23.1 Introduction

The key to being able to use Stackelberg game models in practical applications is the ability to solve problem sizes that accurately represent real problems. Much work on Stackelberg games in security applications is based on the observation that these games can be cast as mixed-integer optimization problems. Although mixed-integer optimization problems are theoretically difficult, large instances can still be solved efficiently with modern optimization solvers. In this chapter, we aim to review and discuss different mixed-integer formulations of Stackelberg games and the use of exact and heuristic optimization methods ...

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