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
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