A neural network approach for solving linear bilevel programming problem

Authors:
Tiesong Hu;Xuning Guo;Xiang Fu;Yibing Lv
Affiliations:
State Key Laboratory of Water Resource and Hydropower Engineering Science, Wuhan University, Wuhan 430072, China;State Key Laboratory of Water Resource and Hydropower Engineering Science, Wuhan University, Wuhan 430072, China;State Key Laboratory of Water Resource and Hydropower Engineering Science, Wuhan University, Wuhan 430072, China;School of Information and Mathematics, Yangtze University, Jingzhou 434023, China
Venue:
Knowledge-Based Systems
Year:
2010

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Abstract

A novel neural network approach is proposed for solving linear bilevel programming problem. The proposed neural network is proved to be Lyapunov stable and capable of generating optimal solution to the linear bilevel programming problem. The numerical result shows that the neural network approach is feasible and efficient.