下层以最优值反应上层的两层线性规划(英文)

A Bilevel Linear Programming Problem with Follower Responding Marginal Function to Leader

本文证明了下层以最优值反应上层的两层线性规划可转化为一线性Ｍａｘ－ｍｉｎ问题．进而得出其与一双线性规划问题等价．基于此结论可以讨论这种特殊两层问题的几何性质、最优性条件及算法设计．

In this paper, it is drawn that the bilevel linear programming problem with the fol- lower responding the marginal function to the leader can be reduced to a linear max-min problem and also equivalent to a bilinear programming problem.