A New Branch and Bound Method for Bilevel Linear Programs

  • Hoang Tuy
  • Saied Ghannadan
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 20)


A new branch and bound method is proposed for the Bilevel Linear Programming based on a transformation of the problem into a linear program with an additional reverse convex constraint. The method exploits the separated non-convexity and a monotonic property of the reverse convex constraint. Computational experiments are reported which show the efficiency of the approach for problems in which the matrix A2 is substantially smaller than the total number of variables.


Bilevel linear programming reverse convex constraint branch and bound simplicial subdivision 


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Copyright information

© Kluwer Academic Publishers 1998

Authors and Affiliations

  • Hoang Tuy
    • 1
  • Saied Ghannadan
    • 2
  1. 1.Institute of MathematicsHanoiVietnam
  2. 2.Department of MathematicsLinköping Institute of TechnologyLinköpingSweden

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