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A Computational Study of Global Algorithms for Linear Bilevel Programming

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Abstract

We analyze two global algorithms for solving the linear bilevel program (LBP) problem. The first one is a recent algorithm built on a new concept of equilibrium point and a modified version of the outer approximation method. The second one is an efficient branch-and-bound algorithm known in the literature. Based on computational results we propose some modifications in both algorithms to improve their computational performance. A significant number of experiments is carried out and a comparative study with the algorithms is presented. The modified procedures has better performance than the original versions.

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Authors and Affiliations

  1. COPPE/Sistemas, Universidade Federal do Rio de Janeiro – UFRJ, Brazil

    Carlos Henrique Medeiros de Sabóia

  2. Dep. Estatística e Mat. Aplicada, Universidade Federal do Ceará – UFC, CEP 60455-760, Fortaleza-CE, Brazil

    Manoel Campêlo

  3. DCC/IM, COPPE/Sistemas, Universidade Federal do Rio de Janeiro – UFRJ, C.P. 68511, CEP 21945-970, Rio de Janeiro-RJ, Brazil

    Susana Scheimberg

Authors
  1. Carlos Henrique Medeiros de Sabóia
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  2. Manoel Campêlo
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  3. Susana Scheimberg
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de Sabóia, C.H.M., Campêlo, M. & Scheimberg, S. A Computational Study of Global Algorithms for Linear Bilevel Programming. Numerical Algorithms 35, 155–173 (2004). https://doi.org/10.1023/B:NUMA.0000021760.62160.a4

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  • DOI: https://doi.org/10.1023/B:NUMA.0000021760.62160.a4

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