A sequential LCP method for bilevel linear programming |
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Authors: | J J Júdice A M Faustino |
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Institution: | (1) Departamento de Matemática, Universidade de Coimbra, 3000 Coimbra, Portugal;(2) Departamento de Engenharia Civil, Universidade do Porto, 4000 Porto, Portugal |
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Abstract: | In this paper, we discuss an SLCP algorithm for the solution of Bilevel Linear Programs (BLP) which consists of solving a sequence of Linear Complementarity Problems (LCP) by using a hybrid enumerative method. This latter algorithm incorporates a number of procedures that reduce substantially the search for a solution of the LCP or for showing that the LCP has no solution. Computational experience with the SLCP algorithm shows that it performs quite well for the solution of small- and medium-scale BLPs with sparse structure. Furthermore, the algorithm is shown to be more efficient than a branch-and-bound method for solving the same problems. |
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