| An Algorithm to Solve Linear Bilevel Programs |
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| 摘 要： | ＡｎＡｌｇｏｒｉｔｈｍｔｏＳｏｌｖｅＬｉｎｅａｒＢｉｌｅｖｅｌＰｒｏｇｒａｍｓＬＩＵＸｉａｏｍｉｎ；ＷＡＮＧＲｉｓｈｕａｎｇ（Ｄｅｐｔ．ｏｆＭａｔｈ．ＢｅｉｊｉｎｇＵｎｉｖｅｒｓｉｔｙｏｆＡｅｒｏ．＆Ａｓｔｒｏ．，Ｂｅｉｊｉｎｇ，１０００８３，Ｐ．Ｒ...
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An Algorithm to Solve Linear Bilevel Programs |
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| Abstract: | Linear bilevel programming deals with optimization problems in which the constraint region is implicitly determined by another optimization problem. This paper presents a new algorithm for solving linear bilevel programs. A numerical example is given to illustrate this method. |
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| Keywords: | linear bilevel programming algorithm. convergence. |
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