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A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem

Author

Listed:
  • A. Haurie

    (École des Hautes Études Commerciales, Montreal, Canada)

  • G. Savard

    (College Militaire Royal, St. Jean, Quebec, Canada)

  • D. J. White

    (University of Virginia, Charlottesville, Virginia)

Abstract

The efficient point algorithm proposed by J. F. Bard for the computation of the solution of the Linear Two-Stage Optimization Problem does not always converge to the desired solution. A counterexample is provided and the reasons for this lack of convergence are discussed.

Suggested Citation

  • A. Haurie & G. Savard & D. J. White, 1990. "A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem," Operations Research, INFORMS, vol. 38(3), pages 553-555, June.
    • Handle: RePEc:inm:oropre:v:38:y:1990:i:3:p:553-555
    DOI: 10.1287/opre.38.3.553
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    Cited by:

    1. Liu, Yi-Hsin & Spencer, Thomas H., 1995. "Solving a bilevel linear program when the inner decision maker controls few variables," European Journal of Operational Research, Elsevier, vol. 81(3), pages 644-651, March.
    2. J. Fliege & L. N. Vicente, 2006. "Multicriteria Approach to Bilevel Optimization," Journal of Optimization Theory and Applications, Springer, vol. 131(2), pages 209-225, November.

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    Keywords

    programming: nonlinear;

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