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
    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.
    NUMERICAL ALGORITHMS, 2006, 42 (01) : 1 - 30
  • [3] A primal-dual interior-point algorithm for quadratic programming
    Juan Dominguez
    María D. González-Lima
    Numerical Algorithms, 2006, 42 : 1 - 30
  • [4] Primal-dual infeasible-interior-point algorithm for linear programming
    Kojima, Masakazu
    Megiddo, Nimrod
    Mizuno, Shinji
    Mathematical Programming, Series A, 1993, 61 (03): : 263 - 280
  • [5] A Primal-Dual Interior-Point Linear Programming Algorithm for MPC
    Edlund, Kristian
    Sokoler, Leo Emil
    Jorgensen, John Bagterp
    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
  • [6] Primal-dual Feasible Interior Point Algorithm for Convex Quadratic Programming
    Yong, Longquan
    PROCEEDINGS OF THE SECOND INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION (ICMS2009), VOL 3, 2009, : 109 - 113
  • [7] IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
    Zhang, Rui-Jin
    Liu, Xin-Wei
    Dai, Yu-Hong
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2024, 88 (01) : 1 - 36
  • [8] IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
    Rui-Jin Zhang
    Xin-Wei Liu
    Yu-Hong Dai
    Computational Optimization and Applications, 2024, 88 : 1 - 36
  • [9] PRIMAL-DUAL INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR SEMIINFINITE PROGRAMMING
    SHEU, RL
    WU, SY
    FANG, SC
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1995, 29 (08) : 7 - 18
  • [10] A primal-dual interior point method for nonlinear semidefinite programming
    Yamashita, Hiroshi
    Yabe, Hiroshi
    Harada, Kouhei
    MATHEMATICAL PROGRAMMING, 2012, 135 (1-2) : 89 - 121
12345