A branch-and-bound algorithm for solving the kind of 0-1 bilevel linear programming problem
HU Zong-guo · Journal of Shandong University of Technology · 2008
Regarding the bilevel linear programming problem,where the upper-level decision maker and the lower-level decision maker control all zero-one variables,based on the feature of model and the theory of bounding function,we give the method of bounding to the upper-level objective and find the optimal solution of the problem.An branch-and-bound algorithm is presented for solving the bilevel linear programming problem with zero-one variables.The proposed algorithm was proved to be globally convergent.Finally a simple example is given to illustrate the application of the algorithm.