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Zbl 0859.90097
Gendreau, M.; Marcotte, P.; Savard, G.
A hybrid tabu-ascent algorithm for the linear bilevel programming problem. (English)
[J] J. Glob. Optim. 8, No.3, 217-233 (1996). ISSN 0925-5001; ISSN 1573-2916/e

Summary: The linear Bilevel Programming Problem (BLP) is an instance of a linear hirarchical decision process where the lower level constraint set is dependent on decisions taken at the upper level. In this paper, we propose to solve this NP-hard problem using an adaptive search method related to the Tabu Search metaheuristic. Numerical results on large scale linear BLPs are presented.
MSC 2000:
*90C05 Linear programming
90C27 Combinatorial programming
93A13 Hierarchical systems

Keywords: linear bilevel programming; linear hirarchical decision process; NP-hard problem; adaptive search; Tabu Search

Cited in: Zbl 1259.90120

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