Article ID: | iaor20041751 |
Country: | China |
Volume: | 6 |
Issue: | 3 |
Start Page Number: | 17 |
End Page Number: | 26 |
Publication Date: | Jan 2002 |
Journal: | OR Transactions |
Authors: | Zhu Detong |
Keywords: | duality, bilevel optimization |
Based on the properties of general multicommodity minimal cost flow problems, the problems are first transferred into a bilevel programming problem, which consists of a pair of (a) lower level programming, called a single-commodity flow problem, and (b) upper level programming, a separable convex programming problem. Using the duality theories of convex analysis, we derive the duality programming, the duality theorems and the Kuhn–Tucker conditions of general multicommodity minimal cost flow problems.