A sequential LCP method for bilevel linear programming

• Tipo: Artigo em Revista Científica Internacional
• Data: 1991

Autores

J. Júdice (Autor) Outra; Ana Maria Faustino (Autor) FEUP

Revista

Título: Annals of Operations Research

Vol. 34

Páginas: 89-106

ISSN: 0254-5330

Editora: Springer Nature

Classificação Científica

FOS: Ciências da engenharia e tecnologias > Outras ciências da engenharia e tecnologias

CORDIS: Ciências Físicas > Ciência de computadores > Programação

Outras Informações

Resumo (PT): 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.

Abstract (EN): 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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 18