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Two-Level Linear Programming

Author

Listed:
  • Wayne F. Bialas

    (Department of Civil Engineering, MIT, Cambridge, Massachusetts 02139)

  • Mark H. Karwan

    (Department of Industrial Engineering, State University of New York, Buffalo, New York 14260)

Abstract

Decentralized planning has long been recognized as an important decision making problem. Many approaches based on the concepts of large-scale system decomposition have generally lacked the ability to model the type of truly independent subsystems which often exist in practice. Multilevel programming models partition control over decision variables among ordered levels within a hierarchical planning structure. A planner at one level of the hierarchy may have his objective function and set of feasible decisions determined, in part, by other levels. However, his control instruments may allow him to influence the policies at other levels and thereby improve his own objective function. This paper examines the special case of the two-level linear programming problem. Geometric characterizations and algorithms are presented with some examples. The goal is to demonstrate the tractability of such problems and motivate a wider interest in their study.

Suggested Citation

  • Wayne F. Bialas & Mark H. Karwan, 1984. "Two-Level Linear Programming," Management Science, INFORMS, vol. 30(8), pages 1004-1020, August.
    • Handle: RePEc:inm:ormnsc:v:30:y:1984:i:8:p:1004-1020
    DOI: 10.1287/mnsc.30.8.1004
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    Keywords

    programming: linear; algorithms;

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