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A Discussion on the branch-and-bound Approach to Linear Bilevel Programming

Lu Yibing

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Abstract

This paper gives an analysis of the branch-and-bound approach to linear bilevel programming.A designed example shows that the current branch-and-bound approach can't deal with a linear bilevel programming problem well when the constraint functions at the upper-level are of arbitrary linear form.Then based on the new definition of linear bilevel programming solution, this paper gives an extended branch-and-bound approach to the linear bilevel programming.The numerical results show that the extended branch-and-bound approach can solve the deficiency efficiently.

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This paper gives an analysis of the branch-and-bound approach to linear bilevel programming.A designed example shows that the current branch-and-bound approach can't deal with a linear bilevel programming problem well when the constraint functions at the upper-level are of arbitrary linear form.Then based on the new definition of linear bilevel programming solution, this paper gives an extended branch-and-bound approach to the linear bilevel programming.The numerical results show that the extended branch-and-bound approach can solve the deficiency efficiently.

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Available abstract

This paper gives an analysis of the branch-and-bound approach to linear bilevel programming.A designed example shows that the current branch-and-bound approach can't deal with a linear bilevel programming problem well when the constraint functions at the upper-level are of arbitrary linear form.Then based on the new definition of linear bilevel programming solution, this paper gives an extended branch-and-bound approach to the linear bilevel programming.The numerical results show that the extended branch-and-bound approach can solve the deficiency efficiently.

Key concepts: Bilevel optimization, Branch and bound, Linear programming, Branch and cut, Upper and lower bounds, Mathematical optimization, Constraint (computer-aided design), Computer science

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