Linear bilevel programming deals with optimization problems in which the constraint region is implicitly determined by another optimization problem. This paper presents a new algorithm for solving linear bilevel progr...Linear bilevel programming deals with optimization problems in which the constraint region is implicitly determined by another optimization problem. This paper presents a new algorithm for solving linear bilevel programs. A numerical example is given to illustrate this method.展开更多
In this papert a cutting planelnethod is presented for solving the linear BLPP.An optimality criterion for the linear BLPP is derived from two related linear programsconstructed by using the complementarity conditions...In this papert a cutting planelnethod is presented for solving the linear BLPP.An optimality criterion for the linear BLPP is derived from two related linear programsconstructed by using the complementarity conditions for the second level problem. Twotypes of cutting planes are developed in order to deal with different situations and to obtaina maximal efficiency. The method makes use of the special cuts and the implicit vertexenumeration idea to avoid some drawbacks in some existing cuttillg plane methods. Thealgorithm can be proved to be finitely convergent.展开更多
文摘Linear bilevel programming deals with optimization problems in which the constraint region is implicitly determined by another optimization problem. This paper presents a new algorithm for solving linear bilevel programs. A numerical example is given to illustrate this method.
文摘In this papert a cutting planelnethod is presented for solving the linear BLPP.An optimality criterion for the linear BLPP is derived from two related linear programsconstructed by using the complementarity conditions for the second level problem. Twotypes of cutting planes are developed in order to deal with different situations and to obtaina maximal efficiency. The method makes use of the special cuts and the implicit vertexenumeration idea to avoid some drawbacks in some existing cuttillg plane methods. Thealgorithm can be proved to be finitely convergent.
