Indefinite quadratic integer bilevel programming problem with bounded variables

In this paper, an algorithm is developed to solve an indefinite quadratic integer bilevel programming problem with bounded variables. The problem is solved by solving the relaxed problem. A mixed integer cut for finding the integer solution of the given problem is developed. The algorithm is explain...

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Bibliographic Details
Published in:Opsearch 2009-12, Vol.46 (4), p.428-448
Main Authors: Narang, Ritu, Arora, S. R.
Format: Article
Language:English
Subjects:
Algorithms
Business and Management
Hierarchies
Management
Mathematics
Operations Research/Decision Theory
Studies
Theory and Methodology
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Summary:In this paper, an algorithm is developed to solve an indefinite quadratic integer bilevel programming problem with bounded variables. The problem is solved by solving the relaxed problem. A mixed integer cut for finding the integer solution of the given problem is developed. The algorithm is explained with the help of an example.
ISSN:0030-3887
0975-0320
DOI:10.1007/s12597-009-0027-9