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
相关论文
共 18 条
[11]   THE POLYNOMIAL HIERARCHY AND A SIMPLE-MODEL FOR COMPETITIVE ANALYSIS [J].
JEROSLOW, RG .
MATHEMATICAL PROGRAMMING, 1985, 32 (02) :146-164
[12]  
Judice J. I., 1992, Annals of Operations Research, V34, P89, DOI 10.1007/BF02098174
[13]  
Marcotte P., 1992, ZOR, Methods and Models of Operations Research, V36, P517, DOI 10.1007/BF01416243
[14]   THE DESIGN OF THE XMP LINEAR-PROGRAMMING LIBRARY [J].
MARSTEN, RE .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1981, 7 (04) :481-497
[15]  
MATHIEU R, 1994, RAIRO-RECH OPER, V28, P1
[16]   THE STEEPEST DESCENT DIRECTION FOR THE NONLINEAR BILEVEL PROGRAMMING PROBLEM [J].
SAVARD, G ;
GAUVIN, J .
OPERATIONS RESEARCH LETTERS, 1994, 15 (05) :265-272
[17]   DESCENT APPROACHES FOR QUADRATIC BILEVEL PROGRAMMING [J].
VICENTE, L ;
SAVARD, G ;
JUDICE, J .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1994, 81 (02) :379-399
[18]  
VICENTE LN, IN PRESS J GLOBAL OP