Finding an efficient solution to linear bilevel programming problem: An effective approach

摘要: Multilevel programming is developed to solve the decentralized problem in which decision makers (DMs) are often arranged within a hierarchical administrative structure. The linear bilevel (BLP) problem, i.e., special case of multilevel problems with two level structure, set nested optimization over polyhedral constraints. Two DMs located at different levels, both controlling one variables independently, and perhaps conflicting objective functions. One interesting features BLP that its solution may not be Paretooptimal. There exist feasible where or levels increase their values without decreasing value any level. result from such system economically inadmissible. If willing find an efficient compromise solution, we propose procedure can generate effcient solutions, finding optimal advance. When near-optimal used as reference point for easily found during process.