A globally convergent algorithm for solving bilevel linear programming

Bilevel linear programming is a class of optimization with hierarchical structure.We propose a globally convergent algorithm to solving this bilevel problem.In our algorithm,replacing the lower level problem by its Kuhn-Tucker condition,the bilevel linear programming is transformed into a traditional single-level programming problem,which can be transformed into a series of linear programming problem.So we can use simplex method to solve these linear programmings to obtain the globally convergent solution of the original bilevel linear programming.Finally,an example is given to illustrate the feasibility of the proposed algorithm.