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Annals of Operations Research

, Volume 34, Issue 1, pp 89–106 | Cite as

A sequential LCP method for bilevel linear programming

  • J. J. Júdice
  • A. M. Faustino
Article

Abstract

In this paper, we discuss an SLCP algorithm for the solution of Bilevel Linear Programs (BLP) which consists of solving a sequence of Linear Complementarity Problems (LCP) by using a hybrid enumerative method. This latter algorithm incorporates a number of procedures that reduce substantially the search for a solution of the LCP or for showing that the LCP has no solution. Computational experience with the SLCP algorithm shows that it performs quite well for the solution of small- and medium-scale BLPs with sparse structure. Furthermore, the algorithm is shown to be more efficient than a branch-and-bound method for solving the same problems.

Keywords

Computational Experience Complementarity Problem Linear Complementarity Problem Sparse Structure Bilevel Linear Program 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© J.C. Baltzer AG, Scientific Publishing Company 1992

Authors and Affiliations

  • J. J. Júdice
    • 1
  • A. M. Faustino
    • 2
  1. 1.Departamento de MatemáticaUniversidade de CoimbraCoimbraPortugal
  2. 2.Departamento de Engenharia CivilUniversidade do PortoPortoPortugal

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