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

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 p...

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Bibliographic Details
Published inAsia-Pacific journal of operational research Vol. 17; no. 2; p. 213
Main Authors Weng, W T, Wen, U P
Format Journal Article
LanguageEnglish
Published Singapore World Scientific Publishing Co. Pte., Ltd 01.11.2000
Subjects
Algorithms
Hierarchies
Linear programming
Operations research
Studies
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Summary: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.
ISSN:0217-5959
0217-5959