Solving Bilevel Linear Programs Using Multiple Objective Linear Programming

被引：24
|
作者：
Glackin, J. [1 ]
Ecker, J. G. [2 ]
Kupferschmid, M. [3 ]
机构：
[1] US Mil Acad, Dept Math Sci, West Point, NY 10996 USA
[2] Rensselaer Polytech Inst, Dept Math Sci, Troy, NY 12180 USA
[3] Rensselaer Polytech Inst, Acad & Res Comp, Troy, NY 12180 USA
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2009年 / 140卷 / 02期
关键词：
Bilevel linear programming; Multiple objective linear programming; Efficient set; Rational reaction set; Simplex algorithm pivot; EFFICIENT SET; MATHEMATICAL PROGRAMS; EXTREME-POINT; ALGORITHM; OPTIMIZATION; CONSTRAINTS; SEARCH;
D O I：
10.1007/s10957-008-9467-2
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We present an algorithm for solving bilevel linear programs that uses simplex pivots on an expanded tableau. The algorithm uses the relationship between multiple objective linear programs and bilevel linear programs along with results for minimizing a linear objective over the efficient set for a multiple objective problem. Results in multiple objective programming needed are presented. We report computational experience demonstrating that this approach is more effective than a standard branch-and-bound algorithm when the number of leader variables is small.
引用
收藏
页码：197 / 212
页数：16
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