NEW BRANCH-AND-BOUND RULES FOR LINEAR BILEVEL PROGRAMMING

被引：491

作者：

HANSEN, P

JAUMARD, B

SAVARD, G

机构：

[1] ECOLE POLYTECH,MONTREAL H3C 3A7,QUEBEC,CANADA

[2] GRP ETUD RECH ANAL DECIS,MONTREAL H3C 3A7,QUEBEC,CANADA

[3] COLL MIL ROYAL ST JEAN,ST JEAN J0J 1R0,QUEBEC,CANADA

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1992年 / 13卷 / 05期

关键词：

BILEVEL PROGRAMMING; STACKELBERG GAME; VARIABLE ELIMINATION; BRANCH AND BOUND;

D O I：

10.1137/0913069

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new branch-and-bound algorithm for linear bilevel programming is proposed. Necessary optimality conditions expressed in terms of tightness of the follower's constraints are used to fathom or simplify subproblems, branch and obtain penalties similar to those used in mixed-integer programming. Computational results are reported and compare favorably to those of previous methods. Problems with up to 150 constraints, 250 variables controlled by the leader, and 150 variables controlled by the follower have been solved.

引用

页码：1194 / 1217

页数：24

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