IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v223y2014i1p355-37810.1007-s10479-014-1624-4.html
   My bibliography  Save this article

A cutting plane method for bilevel linear programming with interval coefficients

Author

Listed:
  • Aihong Ren
  • Yuping Wang

Abstract

This article considers the bilevel linear programming problem with interval coefficients in both objective functions. We propose a cutting plane method to solve such a problem. In order to obtain the best and worst optimal solutions, two types of cutting plane methods are developed based on the fact that the best and worst optimal solutions of this kind of problem occur at extreme points of its constraint region. The main idea of the proposed methods is to solve a sequence of linear programming problems with cutting planes that are successively introduced until the best and worst optimal solutions are found. Finally, we extend the two algorithms proposed to compute the best and worst optimal solutions of the general bilevel linear programming problem with interval coefficients in the objective functions as well as in the constraints. Copyright Springer Science+Business Media New York 2014

Suggested Citation

  • Aihong Ren & Yuping Wang, 2014. "A cutting plane method for bilevel linear programming with interval coefficients," Annals of Operations Research, Springer, vol. 223(1), pages 355-378, December.
    • Handle: RePEc:spr:annopr:v:223:y:2014:i:1:p:355-378:10.1007/s10479-014-1624-4
    DOI: 10.1007/s10479-014-1624-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-014-1624-4
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10479-014-1624-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Omar Ben-Ayed & Charles E. Blair, 1990. "Computational Difficulties of Bilevel Linear Programming," Operations Research, INFORMS, vol. 38(3), pages 556-560, June.
    2. Clegg, Janet & Smith, Mike & Xiang, Yanling & Yarrow, Robert, 2001. "Bilevel programming applied to optimising urban transportation," Transportation Research Part B: Methodological, Elsevier, vol. 35(1), pages 41-70, January.
    3. Guangquan Zhang & Jie Lu, 2010. "Fuzzy bilevel programming with multiple objectives and cooperative multiple followers," Journal of Global Optimization, Springer, vol. 47(3), pages 403-419, July.
    4. Yang, Hai & Zhang, Xiaoning & Meng, Qiang, 2007. "Stackelberg games and multiple equilibrium behaviors on networks," Transportation Research Part B: Methodological, Elsevier, vol. 41(8), pages 841-861, October.
    5. A. Bhurjee & G. Panda, 2012. "Efficient solution of interval optimization problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(3), pages 273-288, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Puchit Sariddichainunta & Masahiro Inuiguchi, 2017. "Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function," Annals of Operations Research, Springer, vol. 256(2), pages 285-304, September.
    2. Masahiro Inuiguchi & Puchit Sariddichainunta, 2016. "Bilevel linear programming with ambiguous objective function of the follower," Fuzzy Optimization and Decision Making, Springer, vol. 15(4), pages 415-434, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li Li & Sridhar Tayur, 2005. "Medium-Term Pricing and Operations Planning in Intermodal Transportation," Transportation Science, INFORMS, vol. 39(1), pages 73-86, February.
    2. Hua Ke & Junjie Ma & Guangdong Tian, 2017. "Hybrid multilevel programming with uncertain random parameters," Journal of Intelligent Manufacturing, Springer, vol. 28(3), pages 589-596, March.
    3. Zhiqing Meng & Chuangyin Dang & Rui Shen & Ming Jiang, 2012. "An Objective Penalty Function of Bilevel Programming," Journal of Optimization Theory and Applications, Springer, vol. 153(2), pages 377-387, May.
    4. Xianyue Li & Ruowang Yang & Heping Zhang & Zhao Zhang, 2022. "Partial inverse maximum spanning tree problem under the Chebyshev norm," Journal of Combinatorial Optimization, Springer, vol. 44(5), pages 3331-3350, December.
    5. Sinha, Surabhi & Sinha, S. B., 2002. "KKT transformation approach for multi-objective multi-level linear programming problems," European Journal of Operational Research, Elsevier, vol. 143(1), pages 19-31, November.
    6. Barahimi, Amir Hossein & Eydi, Alireza & Aghaie, Abdolah, 2021. "Multi-modal urban transit network design considering reliability: multi-objective bi-level optimization," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    7. Xuegang Ban & Henry Liu, 2009. "A Link-Node Discrete-Time Dynamic Second Best Toll Pricing Model with a Relaxation Solution Algorithm," Networks and Spatial Economics, Springer, vol. 9(2), pages 243-267, June.
    8. Bagloee, Saeed Asadi & Sarvi, Majid & Wolshon, Brian & Dixit, Vinayak, 2017. "Identifying critical disruption scenarios and a global robustness index tailored to real life road networks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 98(C), pages 60-81.
    9. Elnaz Miandoabchi & Reza Farahani & W. Szeto, 2012. "Bi-objective bimodal urban road network design using hybrid metaheuristics," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(4), pages 583-621, December.
    10. Zhang, Bowen & Dong, Yucheng & Zhang, Hengjie & Pedrycz, Witold, 2020. "Consensus mechanism with maximum-return modifications and minimum-cost feedback: A perspective of game theory," European Journal of Operational Research, Elsevier, vol. 287(2), pages 546-559.
    11. (Walker) Wang, Wei & Wang, David Z.W. & Sun, Huijun & Feng, Zengzhe & Wu, Jianjun, 2016. "Braess Paradox of traffic networks with mixed equilibrium behaviors," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 93(C), pages 95-114.
    12. Farahani, Reza Zanjirani & Miandoabchi, Elnaz & Szeto, W.Y. & Rashidi, Hannaneh, 2013. "A review of urban transportation network design problems," European Journal of Operational Research, Elsevier, vol. 229(2), pages 281-302.
    13. Fontaine, Pirmin & Crainic, Teodor Gabriel & Gendreau, Michel & Minner, Stefan, 2020. "Population-based risk equilibration for the multimode hazmat transport network design problem," European Journal of Operational Research, Elsevier, vol. 284(1), pages 188-200.
    14. Andrzej Grzybowski, 2009. "A Note On A Single Vehicle And One Destination Routing Problem And Its Game-Theoretic Models," Advanced Logistic systems, University of Miskolc, Department of Material Handling and Logistics, vol. 3(1), pages 71-76, December.
    15. Hosseininasab, Seyyed-Mohammadreza & Shetab-Boushehri, Seyyed-Nader, 2015. "Integration of selecting and scheduling urban road construction projects as a time-dependent discrete network design problem," European Journal of Operational Research, Elsevier, vol. 246(3), pages 762-771.
    16. Van Gorder, Robert A. & Caputo, Michael R., 2010. "Envelope theorems for locally differentiable open-loop Stackelberg equilibria of finite horizon differential games," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1123-1139, June.
    17. Wang, Hua & Meng, Qiang & Zhang, Xiaoning, 2020. "Multiple equilibrium behaviors of auto travellers and a freight carrier under the cordon-based large-truck restriction regulation," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 134(C).
    18. Mrinal Jana & Geetanjali Panda, 2018. "$$\chi$$ χ -Optimal solution of single objective nonlinear optimization problem with uncertain parameters," OPSEARCH, Springer;Operational Research Society of India, vol. 55(1), pages 165-186, March.
    19. Aalami, Soheila & Kattan, Lina, 2022. "Proportionally fair flow markets for transportation networks," Transportation Research Part B: Methodological, Elsevier, vol. 157(C), pages 24-41.
    20. Budnitzki, Alina, 2014. "Computation of the optimal tolls on the traffic network," European Journal of Operational Research, Elsevier, vol. 235(1), pages 247-251.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:223:y:2014:i:1:p:355-378:10.1007/s10479-014-1624-4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.