The Satisfactory Solution of Linear-Quadratic Bilevel Programming and an Algorithm based on the LP Process and the NLP Process
Qi Wang · Systems Engineering - Theory & Practice · 2007
In this paper,an approach of linearquadratic bilevel programming is presented by searching satisfactory solution directly.An algorithm is proposed based on the LP process and the NLP process.A successful compromise of the satisfactory values between the upper level and the lower level can be obtained by the algorithm.A numerical example is given to show that the satisfactory solution is more effective than the classical optimal solution.