A Computational Study of Global Algorithms for Linear Bilevel Programming

Autor: Susana Scheimberg, Manoel B. Campêlo, Carlos Henrique Medeiros de Sabóia
Rok vydání: 2004
Předmět:
Zdroj: Numerical Algorithms. 35:155-173
ISSN: 1017-1398
DOI: 10.1023/b:numa.0000021760.62160.a4
Popis: We analyze two global algorithms for solving the linear bilevel program (LBP) problem. The first one is a recent algorithm built on a new concept of equilibrium point and a modified version of the outer approximation method. The second one is an efficient branch-and-bound algorithm known in the literature. Based on computational results we propose some modifications in both algorithms to improve their computational performance. A significant number of experiments is carried out and a comparative study with the algorithms is presented. The modified procedures has better performance than the original versions.
Databáze: OpenAIRE