A two-level vertex-searching global algorithm framework for bilevel linear fractional programming problems
We propose a new two-level vertex-searching algorithm framework that finds a global optimal solution to the continuous bilevel linear fractional programming problem over a compact polyhedron, in which both the upper and the lower objectives are linear fractional. Our solution method adopts the verte...
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Format: | Article |
Language: | English |
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Taylor & Francis Group
2020-01-01
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Series: | Systems Science & Control Engineering |
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Online Access: | http://dx.doi.org/10.1080/21642583.2020.1805815 |