文档介绍：ic Algorithm for Solving Convex Quadratic Bilevel
Programming Problem∗
Wang Guang-Min, Wan Zhong-Ping
School of Mathematics and Statistics,
Wuhan University, Wuhan 430072
Wang Xian-Jia
Institute of Systems Engineering
Wuhan University, Wuhan 430072
Abstract: This paper presents a ic algorithm method for solving convex quadratic
bilevel programming problem. Bilevel programming problems arise when one optimiza-
tion problem, the upper problem, is constrained by another optimization, the lower
problem. In this paper, the bilevel convex quadratic problem is transformed into a single
level problem by applying Kuhn-Tucker conditions, and then an efficient method based
on ic algorithm has been proposed for solving the transformed problem. By some
rule, we simplify the transformed problem, so we can search the optimum solution in
the feasible region, and reduce greatly the searching space. Numerical experiments on
several literature problems show that the new algorithm is effective in practice.
Key words: quadratic bilevel programming problem, ic algorithm, optimal solu-
tion.
AMS (MOS) subject classifications: 90C30
1 Introduction
The bilevel programming problem is an optimization problem that is constrained by another optimiza-
tion problem. This mathematical programming model arises when two independent decision makers,
ordered within a hierarch