1995系统科学与系统工程学报(英文版)Requires access

An Algorithm to Solve Linear Bilevel Programs

Liu Xiaomi, Shouyan Wang

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Abstract

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.

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What this paper is about

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.

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Available abstract

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.

Key concepts: Bilevel optimization, Mathematical optimization, Linear programming, Constraint (computer-aided design), Computer science, Criss-cross algorithm, Algorithm, Mathematics

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