A method for solving bilevel linear programming problems

A method for solving bilevel linear programming problems

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Article ID: iaor2009676
Country: India
Volume: 29
Issue: 2
Start Page Number: 335
End Page Number: 358
Publication Date: Mar 2008
Journal: Journal of Information & Optimization Sciences
Authors: , ,
Keywords: programming (bilevel)
Abstract:

This paper presents an approach for solving bilevel linear programming problems (BLPP). It is based on the result that an optimal solution to the BLPP is reachable at an extreme point of the underlying region. Consequently, we develop a pivot technique to find the global optimal solution on an expanded tableau that represents the data of the BLPP. The pivot technique allows to rank in increasing order the outer level objective function value.

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