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A Global Convergent Algorithm for Solving the Mixed Integer Bilevel Linear Programming Problem
一种混合整数双层线性规划的全局优化方法

Keywords: mixed integer bilevel linear programming,mixed integer linear program,dual problem,extreme point
混合整数双层线性规划
,混合整数线性规划,对偶问题,极点

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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.

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