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Um novo algoritmo para solu??es ótimas locais do problema linear de dois níveis

DOI: 10.5540/tema.2012.013.01.0051

Keywords: bilevel programming, bilevel linear programming, local optimum.

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Abstract:

in this paper, we present a algorithm to find locally optimal solutions of bilevel linear problems. at each current feasible point, the method search for better solutions that lie in their adjacent faces. each iteration tries to find adjacent faces having large dimension, to accelerate the process. a proof of correctness is given, and computacional tests were realized.

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