ON SOLUTION CONCEPTS OF LINEAR BILEVEL PROGRAMMING PROBLEMS

Abstract

Bilevel optimization is defined as an optimization problem that contains another optimization problem as constraints.These problems have attracted considerable attention from the mathematical programming community.This project report examines bilevel optimization from the prespectives of its basic principles to its solution techniques.Then an extended solution tech nique for solving the linear bilevel programming problems has been dis cussed. Further, based on these solution techniques,some numerical exam ples are demonstrated. In the last we have discussed problems with weak linear bilevel programming problems with non-unique solutions of lower levels and an exact penalty method to solve these problems.