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Computational Difficulties of Bilevel Linear Programming

Author

Listed:
  • Omar Ben-Ayed

    (University of Illinois, Champaign, Illinois)

  • Charles E. Blair

    (University of Illinois, Champaign, Illinois)

Abstract

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.

Suggested Citation

  • Omar Ben-Ayed & Charles E. Blair, 1990. "Computational Difficulties of Bilevel Linear Programming," Operations Research, INFORMS, vol. 38(3), pages 556-560, June.
    • Handle: RePEc:inm:oropre:v:38:y:1990:i:3:p:556-560
    DOI: 10.1287/opre.38.3.556
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