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系统工程理论与实践 2005
A Global Convergent Algorithm for Solving the Mixed Integer Bilevel Linear Programming Problem
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Abstract:
The mixed integer bilevel linear programming problem(MIBLPP),where the upper-level decision maker controls all zero-one variable and the lower-level decision maker controls all continuous variables, is discussed. By solving the extreme points of the follower's dual problem, the MIBLPP is decomposed into a series of mixed integer linear program problems. Using mixed integer linear program methods, a global optimal solution to the MIBLPP can be obtained.