arrow
Return

The bilevel linear/linear fractional programming problem

delete1999-04-01
delete26
PRE
AI
H
Herminia I. Calvete *
C
Carmen Galé
DOI:10.1016/S0377-2217(98)00078-2delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
Bilevel programming involves two optimization problems where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel linear/linear fractional programming problem in which the objective function of the first level is linear, the objective function of the second level is linear fractional and the feasible region is a polyhedron. For this problem we prove that an optimal solution can be found which is an extreme point of the polyhedron. Moreover, taking into account the relationship between feasible solutions to the problem and bases of the technological coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed that finds a global optimum to the problem. (C) 1999 Elsevier Science B.V. All rights reserved.
Keywords:
bilevel programming
nonconvex optimization
linear-fractional
enumerative method
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

European Journal of Operational Research cover
European Journal of Operational Research
IF:
6
Papers:
2.2W
Citations:
6.4W

Organization

No organization information available