Global convergent algorithm for the bilevel linear fractional-linear programming based on modified convex simplex method

作     者：Guangmin Wang Bing Jiang Kejun Zhu Zhongping Wan 

作者机构：School of Economics and Management China University of Geosciences Wuhan 430074 R R. China School of Mathematics and Statistics Wuhan University Wuhan 430072 R R. China 

出 版 物：《Journal of Systems Engineering and Electronics》 (系统工程与电子技术（英文版）)

年 卷 期：2010年第21卷第2期

页      面：239-243页

核心收录：

学科分类：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] 070105[理学-运筹学与控制论] 0701[理学-数学] 

基　　金：supported by the National Natural Science Foundation of China(70771080) the Special Fund for Basic Scientific Research of Central Colleges China University of Geosciences(Wuhan) (CUG090113) the Research Foundation for Outstanding Young Teachers China University of Geosciences(Wuhan)(CUGQNW0801) 

主　　题：bilevel linear fractional-linear programming convex simplex method dual problem. 

摘      要：A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equaling to zero, the bilevel linear fractional-linear programming is transformed into a traditional sin- gle level programming problem, which can be transformed into a series of linear fractional programming problem. Thus, the modi- fied convex simplex method is used to solve the infinite linear fractional programming to obtain the global convergent solution of the original bilevel linear fractional-linear programming. Finally, an example demonstrates the feasibility of the proposed algorithm.