An extended branch and bound algorithm for linear bilevel programming

Article

Shi, Chenggen, Lu, Jie, Zhang, Guangquan and Zhou, Hong. 2006. "An extended branch and bound algorithm for linear bilevel programming." Applied Mathematics and Computation. 180 (2), pp. 529-537.
Article Title

An extended branch and bound algorithm for linear bilevel programming

ERA Journal ID49
Article CategoryArticle
AuthorsShi, Chenggen (Author), Lu, Jie (Author), Zhang, Guangquan (Author) and Zhou, Hong (Author)
Journal TitleApplied Mathematics and Computation
Journal Citation180 (2), pp. 529-537
Number of Pages9
Year2006
Place of PublicationUnited States
ISSN0096-3003
1873-5649
Web Address (URL)http://www.elsevier.com/wps/find/journaldescription.cws_home/522482/description#description
Abstract

[Abstract]: For linear Bilevel programming, the branch and bound algorithm is the most successful algorithm to deal with the complementary constraints arising from Kuhn-Tucker conditions. However, one principle challenge is that it could not well handle a linear bilevel programming problem when the constraint functions at the upper-level are of arbitrary linear form. This paper proposes an extended branch and bound algorithm to solve this problem. The results have demonstrated that the extended branch and bound algorithm can solve a wider class of linear bilevel problems can than current capabilities permit.

Keywordslinear bilevel programming, branch and bound algorithm, Optimization, Von Stackelberg game
ANZSRC Field of Research 2020490399. Numerical and computational mathematics not elsewhere classified
461399. Theory of computation not elsewhere classified
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File reproduced in accordance with the copyright policy of the publisher/author.

Byline AffiliationsUniversity of Technology Sydney
Department of Electrical, Electronic and Computer Engineering
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