Solving linear bilevel programming by DC algorithm


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

 


Abstract:

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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