A computational study of global algorithms for linear bilevel programming

被引：11

作者：

de Sabóia, CHM

Campêlo, M

Scheimberg, S

机构：

[1] Univ Fed Rio de Janeiro, COPPE Sistemas, DCC IM, BR-21945970 Rio De Janeiro, Brazil

[2] Univ Fed Ceara, Dept Estatist & Mat Aplicada, BR-60455760 Fortaleza, Ceara, Brazil

来源：

NUMERICAL ALGORITHMS | 2004年 / 35卷 / 2-4期

关键词：

bilevel linear programming; global optimization; branch-and-bound; exact penalty methods;

D O I：

10.1023/B:NUMA.0000021760.62160.a4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We analyze two global algorithms for solving the linear bilevel program (LBP) problem. The first one is a recent algorithm built on a new concept of equilibrium point and a modified version of the outer approximation method. The second one is an efficient branch-and-bound algorithm known in the literature. Based on computational results we propose some modifications in both algorithms to improve their computational performance. A significant number of experiments is carried out and a comparative study with the algorithms is presented. The modified procedures has better performance than the original versions.

引用

页码：155 / 173

页数：19

共 22 条

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