Solving linear fractional bilevel programs

Solving linear fractional bilevel programs

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Article ID: iaor20043321
Country: Netherlands
Volume: 32
Issue: 2
Start Page Number: 143
End Page Number: 151
Publication Date: Mar 2004
Journal: Operations Research Letters
Authors: ,
Keywords: programming: linear
Abstract:

In this paper, we prove that an optimal solution to the linear fractional bilevel programming problem occurs at a boundary feasible extreme point. Hence, the Kth-best algorithm can be proposed to solve the problem. This property also applies to quasiconcave bilevel problems provided that the first level objective function is explicitly quasimonotonic.

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