Group for Research in Decision Analysis


A Hybrid Tabu-Ascent Algorithm for the Linear Bilevel Programming Problem

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The linear Bilevel Programming Problem (BLP) is an instance of a linear hierarchical 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 inspired from the Tabu Search methodology. Numerical results on large scale linear BLPs are presented.

, 22 pages