A simple Tabu Search method to solve the mixed-integer linear bilevel programming problem

Multilevel programming is characterized as mathematical programming to solve decentralized planning problems. The models partition control over decision variables among ordered levels within a hierarchical planning structure of which the linear bilevel form is a special case of a multilevel programm...

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Bibliographic Details
Published in:European journal of operational research Vol. 88; no. 3; pp. 563 - 571
Main Authors: Wen, U.P., Huang, A.D.
Format: Journal Article
Language:English
Published: Amsterdam Elsevier B.V 08.02.1996
Elsevier
Elsevier Sequoia S.A
Series:European Journal of Operational Research
Subjects:
Algorithms
Decision making
Decision making models
Heuristic algorithm
Hierarchies
Integer programming
Mathematical programming
Mixed integer linear bilevel programming
Operations research
Problem solving
Studies
Tabu Search
Heuristic algorithm
Tabu Search
Mixed integer linear bilevel programming
ISSN:0377-2217, 1872-6860
Online Access:Get full text
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Summary:Multilevel programming is characterized as mathematical programming to solve decentralized planning problems. The models partition control over decision variables among ordered levels within a hierarchical planning structure of which the linear bilevel form is a special case of a multilevel programming problem. In a system with such a hierarchical structure, the high-level decision making situations generally require inclusion of zero-one variables representing ‘yes-no’ decisions. We provide a mixed-integer linear bilevel programming formulation in which zero-one decision variables are controlled by a high-level decision maker and real-value decision variables are controlled by a low-level decision maker. An algorithm based on the short term memory component of Tabu Search, called Simple Tabu Search, is developed to solve the problem, and two supplementary procedures are proposed that provide variations of the algorithm. Computational results disclose that our approach is effective in terms of both solution quality and efficiency.
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ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(94)00215-0