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An algorithm for the discrete bilevel programming problem

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  • Jonathan F. Bard
  • James T. Moore

Abstract

The bilevel programming problem (BLPP) is an example of a two‐stage, noncooperative game in which the first player can influence but not control the actions of the second. This article addresses the linear formulation and presents a new algorithm for solving the zero‐one case. We begin by converting the leader's objective function into a parameterized constraint, and then attempt to solve the resultant problem. This produces a candidate solution that is used to find a point in the BLPP feasible reagion. Incremental improvements are sought, which ultimately lead to a global optimum. An example is presented to highlight the computations and to demonstrate some basic characteristics of the solution. Computational experience indicates that the algorithm is capable of solving problems with up to 50 variables in a reasonable amount of time.

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  • Jonathan F. Bard & James T. Moore, 1992. "An algorithm for the discrete bilevel programming problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(3), pages 419-435, April.
    • Handle: RePEc:wly:navres:v:39:y:1992:i:3:p:419-435
    DOI: 10.1002/1520-6750(199204)39:33.0.CO;2-C
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    1. Bard, JF & Moore, JT, 1990. "Production planning with variable demand," Omega, Elsevier, vol. 18(1), pages 35-42.
    2. Soyster, A. L., 1979. "Inexact linear programming with generalized resource sets," European Journal of Operational Research, Elsevier, vol. 3(4), pages 316-321, July.
    3. James T. Moore & Jonathan F. Bard, 1990. "The Mixed Integer Linear Bilevel Programming Problem," Operations Research, INFORMS, vol. 38(5), pages 911-921, October.
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