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Computational Difficulties of Bilevel Linear Programming

Omar Ben-Ayed; Charles E. Blair

University of Illinois, Champaign, Illinois

Operations Research 1990

We show, using small examples, that two algorithms previously published for the Bilevel Linear Programming problem (BLP) may fail to find the optimal solution and thus must be considered to be heuristics. A proof is given that solving BLP problems is NP-hard, which makes it unlikely that there is a good, exact algorithm.

DOI
10.1287/opre.38.3.556
Volume
38 (3)
Pages
556-560
Language
en
Export
BibTeX
Sources
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