A Global Optimization Method for Nonlinear Bilevel Integer Programming

A nonlinear integer bilevel programming is well tackled by a new global optimization method proposed herein. The proposed method is performed within a twolevel frame. The upperlevel problem is first continualized, and the continualized problem is then solved using the simulated annealing algorithm. Meanwhile given the information from the upper level, the lower level programming is easily solved after being changed into a nonconstrained optimization problem with the help of a discrete searching technique. The resultant solution from the proposed method is the global optimum. The new method is finally demonstrated by a numerical example, with solution satisfied and the method well verified.