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

被引：0
|
作者：
Weng, WT [1 ]
Wen, UP [1 ]
机构：
[1] Natl Tsing Hua Univ, Dept Ind Engn & Engn Management, Hsinchu, Taiwan
来源：
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2000年 / 17卷 / 02期
关键词：
linear bilevel programming problem; rational reaction set; multiple objective linear programming problem; efficient set; primal-dual interior point algorithm;
D O I：
暂无
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：
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.
引用
收藏
页码：213 / 231
页数：19
相关论文
共 50 条
  • [1] Primal-dual Interior Point Algorithm for Linear Programming
    Yong, Longquan
    [J]. PROCEEDINGS OF FIRST INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION, VOL II: MATHEMATICAL MODELLING, 2008, : 432 - 436
  • [2] A primal-dual interior-point algorithm for quadratic programming
    Dominguez, Juan
    Gonzalez-Lima, Maria D.
    [J]. NUMERICAL ALGORITHMS, 2006, 42 (01) : 1 - 30
  • [3] A primal-dual interior-point algorithm for quadratic programming
    Juan Dominguez
    María D. González-Lima
    [J]. Numerical Algorithms, 2006, 42 : 1 - 30
  • [4] A Primal-Dual Interior-Point Linear Programming Algorithm for MPC
    Edlund, Kristian
    Sokoler, Leo Emil
    Jorgensen, John Bagterp
    [J]. PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009), 2009, : 351 - 356
  • [5] Primal-dual Feasible Interior Point Algorithm for Convex Quadratic Programming
    Yong, Longquan
    [J]. PROCEEDINGS OF THE SECOND INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION (ICMS2009), VOL 3, 2009, : 109 - 113
  • [6] IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
    Zhang, Rui-Jin
    Liu, Xin-Wei
    Dai, Yu-Hong
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2024, 88 (01) : 1 - 36
  • [7] IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
    Rui-Jin Zhang
    Xin-Wei Liu
    Yu-Hong Dai
    [J]. Computational Optimization and Applications, 2024, 88 : 1 - 36
  • [8] PRIMAL-DUAL INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR SEMIINFINITE PROGRAMMING
    SHEU, RL
    WU, SY
    FANG, SC
    [J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1995, 29 (08) : 7 - 18
  • [9] A primal-dual interior point method for nonlinear semidefinite programming
    Yamashita, Hiroshi
    Yabe, Hiroshi
    Harada, Kouhei
    [J]. MATHEMATICAL PROGRAMMING, 2012, 135 (1-2) : 89 - 121
  • [10] A Primal-Dual Interior Point Method for Solving Environmental/Economic Power Dispatch Problem
    Bishe, Hossein Mohammadian
    Kian, Ashkan Rahimi
    Esfahani, Mahdi Sayyed
    [J]. INTERNATIONAL REVIEW OF ELECTRICAL ENGINEERING-IREE, 2011, 6 (03): : 1463 - 1473
12345