An approximate programming method based on the simplex method for bilevel programming problem

Authors:
Guangmin Wang;Kejun Zhu;Zhongping Wan
Affiliations:
School of Economics and Management, China University of Geosciences, Wuhan 430074, PR China;School of Economics and Management, China University of Geosciences, Wuhan 430074, PR China;School of Mathematics and Statistics, Wuhan University, Wuhan 430072, PR China
Venue:
Computers & Mathematics with Applications
Year:
2010

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Abstract

Many real problems can be modeled to the problems with a hierarchical structure, and bilevel programming is a useful tool to solve the hierarchical optimization problems. So the bilevel programming is widely applied, and numerous methods have been proposed to solve this programming. In this paper, we propose an approximate programming algorithm to solve bilevel nonlinear programming problem. Finally, the example illustrates the feasibility of the proposed algorithm.