Solving a bilevel linear program when the inner decision maker controls few variables

Solving a bilevel linear program when the inner decision maker controls few variables

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Article ID: iaor19981428
Country: Netherlands
Volume: 81
Issue: 3
Start Page Number: 644
End Page Number: 651
Publication Date: Mar 1995
Journal: European Journal of Operational Research
Authors: ,
Keywords: bilevel optimization
Abstract:

This paper presents an algorithm that always finds an optimum of a Bilevel Linear Program (BLP) problem if one exists. Moreover, if the inner decision maker does not control too many variables the algorithm is efficient. In particular, if the number of variables controlled by the inner decision maker can be considered to be constant, then the algorithm is a polynomial time algorithm. The algorithm is also well suited to parallel implementation.

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