A Decomposition Based Approach for Solving a General Bilevel Linear Programming

TL;DR

This paper introduces an efficient decomposition algorithm for solving large-scale general bilevel linear programming problems, addressing a significant gap in optimization methods for decision-making scenarios.

Contribution

The paper presents a novel decomposition approach specifically designed for large-size GBLP, improving solution efficiency and correctness.

Findings

Algorithm successfully solves large-scale GBLP instances

Demonstrates improved efficiency over existing methods

Validates correctness through simulation results

Abstract

Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the gap, this paper proposes an efficient decomposition algorithm for a general bilevel linear programming(GBLP). The simulation results on large-size testing system demonstrate its correctness and efficiency.