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Test problem construction for linear bilevel programming problems

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Abstract

A method of constructing test problems for linear bilevel programming problems is presented. The method selects a vertex of the feasible region, ‘far away’ from the solution of the relaxed linear programming problem, as the global solution of the bilevel problem. A predetermined number of constraints are systematically selected to be assigned to the lower problem. The proposed method requires only local vertex search and solutions to linear programs.

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Authors and Affiliations

  1. Information Systems Department, California State University, 90840, Long Beach, California

    Khosrow Moshirvaziri

  2. Optimization & Communications Systems Laboratory, Electrical Engineering Department, University of California, 90095, Los Angeles, CA, USA

    Khosrow Moshirvaziri

  3. Optimization & Communications Systems Laboratory, Electrical Engineering Department, University of California, 90095, Los Angeles, California, USA

    Mahyar A. Amouzegar

  4. Electrical Engineering Department, University of California, 90095, Los Angeles, California, USA

    Stephen E. Jacobsen

Authors
  1. Khosrow Moshirvaziri
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  2. Mahyar A. Amouzegar
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  3. Stephen E. Jacobsen
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Moshirvaziri, K., Amouzegar, M.A. & Jacobsen, S.E. Test problem construction for linear bilevel programming problems. J Glob Optim 8, 235–243 (1996). https://doi.org/10.1007/BF00121267

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  • DOI: https://doi.org/10.1007/BF00121267

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