An algorithm for the discrete bilevel programming problem

Jonathan F. Bard and James T. Moore

Naval Research Logistics (NRL), 1992, vol. 39, issue 3, 419-435

Abstract: The bilevel programming problem (BLPP) is an example of a two‐stage, noncooperative game in which the first player can influence but not control the actions of the second. This article addresses the linear formulation and presents a new algorithm for solving the zero‐one case. We begin by converting the leader's objective function into a parameterized constraint, and then attempt to solve the resultant problem. This produces a candidate solution that is used to find a point in the BLPP feasible reagion. Incremental improvements are sought, which ultimately lead to a global optimum. An example is presented to highlight the computations and to demonstrate some basic characteristics of the solution. Computational experience indicates that the algorithm is capable of solving problems with up to 50 variables in a reasonable amount of time.

Date: 1992
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (19)

Downloads: (external link)
https://doi.org/10.1002/1520-6750(199204)39:33.0.CO;2-C

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:39:y:1992:i:3:p:419-435

Access Statistics for this article

More articles in Naval Research Logistics (NRL) from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().