Numerical solution of a linear bilevel problem |
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Authors: | T. V. Gruzdeva E. G. Petrova |
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Affiliation: | 1.Institute of Dynamical Systems and Control Theory, Siberian Branch,Russian Academy of Sciences,Irkutsk,Russia |
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Abstract: | The linear bilevel programming problem in the optimistic formulation is studied. It is reduced to an optimization problem with a nonconvex constraint in the form of a d.c. function (that is, the difference of two convex functions). For this problem, local and global search methods are developed. Numerical experiments performed for numerous specially generated problems, including large-scale ones, demonstrate the efficiency of the proposed approach. |
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