| Article ID: | iaor19961793 |
| Country: | Netherlands |
| Volume: | 67 |
| Issue: | 1 |
| Start Page Number: | 126 |
| End Page Number: | 135 |
| Publication Date: | Jun 1993 |
| Journal: | European Journal of Operational Research |
| Authors: | nal Hayri |
| Keywords: | programming: quadratic |
A method for solving bilevel linear programming problems is proposed. The inner problem is represented by its Karush-Kuhn-Tucker conditions and the complementary slackness equations are moved to the outer objective as a penalty function. The global optimum of the resulting quadratic programme is reached by iterative application of a modified simplex algorithm.