Abstract
A method for solving bilevel linear programming problems is proposed. The inner problem is represented by its Kuhn-Tucker conditions and the complementary slackness equations are moved to the outer objective as a penalty function. The global optimum of the resulting quadratic programme is reached by iterative application of a modified simplex algorithm.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 126-135 |
| Number of pages | 10 |
| Journal | European Journal of Operational Research |
| Volume | 67 |
| Issue number | 1 |
| DOIs | |
| State | Published - May 28 1993 |
Keywords
- Beale's algorithm
- Bilevel linear programming
- Kuhn-Tucker conditions
- Quadratic programming
- Simplex algorithm
ASJC Scopus subject areas
- Information Systems and Management
- Management Science and Operations Research
- Statistics, Probability and Uncertainty
- Applied Mathematics
- Modeling and Simulation
- Transportation