A linear bilevel programming algorithm based on bicriteria programming (Q581254)

A previous result on the relationship between bilevel linear programming (two objective functions are sequentially optimized with respect to two disjoint subsets of interdependent variables) and bicriteria linear programming is made more precise. An adaption of a bicriteria algorithm is proposed for solving the bilevel problem. The new algorithm is tested on a number of randomly generated problems and its computational performances are compared to a previous ``Grid Search Algorithm''.