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An enumeration sequential linear programming algorithm for bilevel programming with linear constraints. (English) Zbl 1209.90300

Summary: We present a new method to solve nonlinear bilevel programming problems with linear constraints. The enumeration sequential linear programming algorithm uses monotonicity properties of the lower level problem within an enumeration framework. At each step, the algorithm attempts to compute an induced descent direction within the tightness of lower level constraints and monotonicity networks. Computational results are reported and compared to those of some previous methods.

MSC:

90C27 Combinatorial optimization
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
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