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A Global Convergent Algorithm for Solving the Mixed Integer Bilevel Linear Programming Problem.

Authors :
Maoxian Zhao
Ziyou Gao
Source :
Journal of Systems Science & Information; Mar2005, Vol. 3 Issue 1, p169-176, 8p
Publication Year :
2005

Abstract

A global optimization method for solving a mixed integer bilevel linear programming problem where the upper-level decision maker controls all discrete variables and the lower-level decision maker controls all continuous variables is proposed. By searching for a better bound from the natural relaxation, the proposed algorithm based on the branch- and-bound technique can terminate at an optimal solution to the problem in finite number of steps. An example is presented to highlight the computations and to demonstrate some basic characteristics of the solution. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
14789906
Volume :
3
Issue :
1
Database :
Complementary Index
Journal :
Journal of Systems Science & Information
Publication Type :
Academic Journal
Accession number :
17575174