Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the gap, this paper proposes an efficient decomposition algorithm for a general bilevel linear programming(GBLP). The simulation results on large-size testing system demonstrate its correctness and efficiency.
@article{arxiv.1605.03782,
title = {A Decomposition Based Approach for Solving a General Bilevel Linear Programming},
author = {Xuan Liu and Zuyi Li},
journal= {arXiv preprint arXiv:1605.03782},
year = {2016}
}
Comments
The authors found crucial errors in the decomposition method