A Computational Study of Global Algorithms for Linear Bilevel Programming

被引：4

作者：

Carlos Henrique Medeiros de Sabóia

Manoel Campêlo

Susana Scheimberg

机构：

[1] Universidade Federal do Rio de Janeiro – UFRJ,COPPE/Sistemas

[2] Universidade Federal do Ceará – UFC,Dep. Estatística e Mat. Aplicada

[3] Universidade Federal do Rio de Janeiro – UFRJ,DCC/IM, COPPE/Sistemas

来源：

Numerical Algorithms | 2004年 / 35卷

关键词：

bilevel linear programming; global optimization; branch-and-bound; exact penalty methods;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We analyze two global algorithms for solving the linear bilevel program (LBP) problem. The first one is a recent algorithm built on a new concept of equilibrium point and a modified version of the outer approximation method. The second one is an efficient branch-and-bound algorithm known in the literature. Based on computational results we propose some modifications in both algorithms to improve their computational performance. A significant number of experiments is carried out and a comparative study with the algorithms is presented. The modified procedures has better performance than the original versions.

引用

页码：155 / 173

页数：18

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