Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0760.65063
Hansen, Pierre; Jaumard, Brigitte; Savard, Gilles
New branch-and-bound rules for linear bilevel programming. (English)
[J] SIAM J. Sci. Stat. Comput. 13, No.5, 1194-1217 (1992). ISSN 0196-5204

The authors propose a new depth-first branch and bound algorithm for linear bilevel programming. Necessary optimality conditions, expressed in terms of tightness of constraints in the follower's subproblem are derived. These conditions on the tightness are used to derive the branching rules.\par With the help of two linear programming relaxations rejection rules are developed. The algorithm is illustrated by an example. Computational experience is reported for problems with up to 150 constraints, 250 variables controlled by the leader, and 150 variables controlled by the follower.
[J.Terno (Dresden)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C27 Combinatorial programming
91A35 Decision theory for games
90B50 Multiple-criteria decision making
91B06 Decision theory

Keywords: Stackelberg game; decision theory; computational results; variable elimination; multiple decision; depth-first branch and bound algorithm; linear bilevel programming

Cited in: Zbl 0911.90251

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]