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A SEQUENTIAL LCP METHOD FOR BILEVEL LINEAR PROGRAMMING.
- Source :
- Annals of Operations Research; 1992, Vol. 34 Issue 1-4, p89-106, 18p, 4 Charts, 1 Graph
- Publication Year :
- 1992
-
Abstract
- In this paper, we discuss an SLCP algorithm for the solution of Bilevel Linear Programs (BLP) which consists of solving a sequence of Linear Complementarity Problems (LCP) by using a hybrid enumerative method. This latter algorithm incorporates a number of procedures that reduce substantially the search for a solution of the LCP or for showing that the LCP has no solution. Computational experience with the SLCP algorithm shows that it performs quite well for the solution of small- and medium-scale BLPs with sparse structure. Furthermore, the algorithm is shown to be more efficient than a branch-and-bound method for solving the same problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02545330
- Volume :
- 34
- Issue :
- 1-4
- Database :
- Complementary Index
- Journal :
- Annals of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 18698255