Linear bi-level programming problems – a review. (English) Zbl 0722.90046

Summary: Multilevel programming is characterized as mathematical programming to solve decentralized planning problems. The decision variables are partitioned among ordered levels. A decision-maker at one level of the hierarchy may have his own objective function and decision space, but may be influenced by other levels.
During the last 10 years, a special case of the multilevel programming problem, the linear bilevel programming (BLP) problem, has been studied with increasing interest in the area of mathematical programming problems. This paper attempts to review the literature on the linear BLP problems. It presents the basic models and the characterizations of the problem, the areas for application, the existing solution approaches, and the related models and area for further research.


90C05 Linear programming
93A13 Hierarchical systems
90B50 Management decision making, including multiple objectives
90-08 Computational methods for problems pertaining to operations research and mathematical programming