Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4636054 | Applied Mathematics and Computation | 2006 | 9 Pages |
Abstract
For linear bilevel programming, the branch and bound algorithm is the most successful algorithm to deal with the complementary constraints arising from Kuhn–Tucker conditions. However, one principle challenge is that it could not well handle a linear bilevel programming problem when the constraint functions at the upper-level are of arbitrary linear form. This paper proposes an extended branch and bound algorithm to solve this problem. The results have demonstrated that the extended branch and bound algorithm can solve a wider class of linear bilevel problems can than current capabilities permit.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Chenggen Shi, Jie Lu, Guangquan Zhang, Hong Zhou,