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arXiv · 1605.03782

A Decomposition Based Approach for Solving a General Bilevel Linear Programming

Xuan Liu·Zuyi Li
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Abstract

Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the gap, this paper proposes an efficient decomposition algorithm for a general bilevel linear programming(GBLP). The simulation results on large-size testing system demonstrate its correctness and efficiency.

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Xuan Liu, Zuyi Li. 2016-05-17. A Decomposition Based Approach for Solving a General Bilevel Linear Programming. https://arxiv.org/abs/1605.03782

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