Test problem construction for linear bilevel programming problems

被引:21
作者
Moshirvaziri, K
Amouzegar, MA
Jacobsen, SE
机构
[1] UNIV CALIF LOS ANGELES, DEPT ELECT ENGN, OPTIMIZAT & COMMUN SYST LAB, LOS ANGELES, CA 90095 USA
[2] CALIF STATE UNIV LONG BEACH, DEPT INFORMAT SYST, LONG BEACH, CA 90840 USA
关键词
bilevel programming problem; nonconvex programming; test problems; global optimization;
D O I
10.1007/BF00121267
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
A method of constructing test problems for linear bilevel programming problems is presented. The method selects a vertex of the feasible region, 'far away' from the solution of the relaxed linear programming problem, as the global solution of the bilevel problem. A predetermined number of constraints are systematically selected to be assigned to the lower problem. The proposed method requires only local vertex search and solutions to linear programs.
引用
收藏
页码:235 / 243
页数:9
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