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: | Wen U.P., Weng W.T. |
Keywords: | programming: linear |
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.