A primal–dual interior point algorithm for solving bilevel programming problem

A primal–dual interior point algorithm for solving bilevel programming problem

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Article ID: iaor20013636
Country: Singapore
Volume: 17
Issue: 2
Start Page Number: 213
End Page Number: 231
Publication Date: Nov 2000
Journal: Asia-Pacific Journal of Operational Research
Authors: ,
Keywords: programming: linear
Abstract:

Linear bilevel programming problem is a decentralized decision problem with two hierarchical decision units. The rational reaction set of the linear bilevel programming problem is usually nonconvex, hence the problem is classified as a nonlinear optimization problem. This paper presents a modified primal–dual interior point algorithm for solving linear bilevel programming problem. A numerical example is used to illustrate the algorithm. Computational experiments are conducted to test the accuracy and efficiency of the proposed algorithm, and to demonstrate its performance.

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