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A hybrid tabu-ascent algorithm for the linear bilevel programming problem. (English) Zbl 0859.90097
Summary: The linear Bilevel Programming Problem (BLP) is an instance of a linear hirarchical decision process where the lower level constraint set is dependent on decisions taken at the upper level. In this paper, we propose to solve this NP-hard problem using an adaptive search method related to the Tabu Search metaheuristic. Numerical results on large scale linear BLPs are presented.

90C05Linear programming
90C27Combinatorial optimization
93A13Hierarchical systems
Full Text: DOI
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