bilevel linear programming

Generalizing single-level relaxations for bilevel linear programs

Categories (Mixed) Integer Linear Programming, Bilevel Optimization Tags , ,

We consider a broad class of bilevel linear programs in which the follower’s decisions are all continuous, while the leader’s decisions may include integrality restrictions. Solving such problems to optimality is known to be NP-hard. A classical approach in bilevel optimization for constructing lower and upper bounds is based on a single-level relaxation, in which … Read more

Solving Method for a Class of Bilevel Linear Programming based on Genetic Algorithms

Categories Linear, Cone and Semidefinite Programming, Multi-Criteria Optimization, Nonlinear Optimization Tags , ,

The paper studies and designs an genetic algorithm (GA) of the bilevel linear programming problem (BLPP) by constructing the fitness function of the upper-level programming problem based on the definition of the feasible degree. This GA avoids the use of penalty function to deal with the constraints, by changing the randomly generated initial population into … Read more