A hybrid Tabu-ascent algorithm for the linear bilevel programming problem

被引:60
作者
Gendreau, M [1 ]
Marcotte, P [1 ]
Savard, G [1 ]
机构
[1] UNIV MONTREAL, DEPT IRO, MONTREAL, PQ H3C 3J7, CANADA
关键词
bilevel programming; adaptive search methods; combinatorial optimization; Tabu search;
D O I
10.1007/BF00121266
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
The linear Bilevel Programming Problem (BLP) is an instance of a linear hierarchical decision process where the lower level constraint set is dependent on decisions taken at the upper level. In this paper we propose to solve this NP-hard problem using an adaptive search method related to the Tabu Search metaheuristic. Numerical results on large scale linear BLPs are presented.
引用
收藏
页码:217 / 233
页数:17
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