Solving linear bilevel programming by DC algorithm

M. S. Radjef
and A. Anzi
Laboratory of Modelling and Optimization
of systems (LAMOS), Béjaia, Algeria



In this paper we propose an algorithm for solving bilevel linear programming problems, in which the second level problem is replaced by its Karush-Kuhn-Tucker optimality conditions. This algorithm is a combination of the DCA algorithm in DC programming and the exact penalty methods.

Keywords : Bilevel linear programming, DC programming, DCA algorithm, KKT optimality conditions, exact penalty.


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