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《Journal of Northern Jiaotong University》 2005-03
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A Cutting Plane Algorithm for Solving Linear Bilevel Programs

ZHAO Mao_xian~(1,2),GAO Zi_you~1(1.School of Traffic and Transport, Beijing Jiaotong University, Beijing 100044,China;2.Department of Applied Mathematics, Shandong University of Science and Technology, Tai'an 271019, China)  
Based on the result that a global optimal solution to linear bilevel programming occurs at an extreme point of its constraint region, we discuss the structural feature of its feasible region and propose a global convergent algorithm which make use of cutting plane technique. Finally, a simple example is given to illustrate the application of the algorithm.
【Fund】: 国家自然科学基金资助项目(70471088);; 国家杰出青年科学基金资助项目(70225005);; 北京市自然科学基金资助项目(9042006)
【CateGory Index】: O221.1
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【Secondary References】
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1 LI Chang-bing,YUAN Hao,DU Mao-kang(Electronic Commerce and Modern Logistics Key Laboratory,Chongqing University of Post and Telecommunication,Chongqing 400065,China);A Solution Strategy for Nonlinear Bilevel Programming Problem Based on Hierarchical Genetic Algorithm[J];Systems Engineering;2011-04
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