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MIE376 Lec 5 - NLPQPv2.page39

MIE376 Lec 5 - NLPQPv2.page39 - Bi-level Linear Programming...

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Unformatted text preview: Bi-level Linear Programming When both the Leader and the Follower problems are LP problems Leader’s problem Max cLx + dLy* subject to ALx + BLy* ≤ bL , x ≥ 0 Follower’s problem Max cFx + dFy subject to AFx + BFy ≤ bF, y≥0 MIE376 - Mathematical Programming 39 ...
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