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Discrete linear bilevel programming problem

  • L. Vicente
  • G. Savard
  • J. Judice
Contributed Papers

Abstract

In this paper, we analyze some properties of the discrete linear bilevel program for different discretizations of the set of variables. We study the geometry of the feasible set and discuss the existence of an optimal solution. We also establish equivalences between different classes of discrete linear bilevel programs and particular linear multilevel programming problems. These equivalences are based on concave penalty functions and can be used to design penalty function methods for the solution of discrete linear bilevel programs.

Key Words

Linear bilevel programming integer linear programming exact penalty functions 

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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • L. Vicente
    • 1
  • G. Savard
    • 2
  • J. Judice
    • 1
  1. 1.Departamento de MatemáticaUniversidade de CoimbraCoimbraPortugal
  2. 2.Département de Mathématiques et Génie IndustrielEcole Polytechnique de MontrealMontrealCanada

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