An Algorithm to Solve Linear Bilevel Programs
An Algorithm to Solve Linear Bilevel Programs出 版 物:《Systems Science and Systems Engineering》 (系统科学与系统工程学报(英文版))
年 卷 期:1995年第5卷第2期
页 面:158-167页
核心收录:
学科分类:0711[理学-系统科学] 12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 08[工学] 0811[工学-控制科学与工程] 081103[工学-系统工程]
主 题:linear bilevel programming algorithm. convergence.
摘 要:Linear bilevel programming deals with optimization problems in which the constraint region is implicitly determined by another optimization problem. This paper presents a new algorithm for solving linear bilevel programs. A numerical example is given to illustrate this method.