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Test problem construction for linear bilevel programming problems |
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| Authors: | Khosrow Moshirvaziri Mahyar A Amouzegar Stephen E Jacobsen |
| Institution: | (1) Information Systems Department, California State University, 90840 Long Beach, California;(2) Optimization & Communications Systems Laboratory, Electrical Engineering Department, University of California, 90095 Los Angeles, CA, USA;(3) Optimization & Communications Systems Laboratory, Electrical Engineering Department, University of California, 90095 Los Angeles, California, USA;(4) Electrical Engineering Department, University of California, 90095 Los Angeles, California, USA |
| Abstract: | A method of constructing test problems for linear bilevel programming problems is presented. The method selects a vertex of the feasible region,  far away from the solution of the relaxed linear programming problem, as the global solution of the bilevel problem. A predetermined number of constraints are systematically selected to be assigned to the lower problem. The proposed method requires only local vertex search and solutions to linear programs. |
| Keywords: | Bilevel programming problem nonconvex programming test problems global optimization |
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