An approach to solve bilevel quadratic-linear programming problems

Abstract

In this paper, we develop a method to solve bilevel quadratic-linear programming problems in which the upper level objective function is quadratic and lower level objective function is linear. In this method, we replace the lower level problem by its duality gap equaling zero. The resulting bilevel quadratic linear programming problem can be transformed into a traditional single objective programming problem, which can be solved using a series of finite number of standard convex quadratic programming problems.