Resolution Method for Mixed Integer Linear Multiplicative-LinearBilevel Problems Based on Decomposition Technique

Abstract

In this paper, we propose an algorithm base on decomposition technique for solving the mixed integer linear multiplicative-linear bilevel problems. In fact, this algorithm is an application of the algorithm given by G. K. Saharidis et al for the case in which the first level objective function is linear multiplicative. We use properties of quasi-concave of bilevel programming problems and decompose the initial problem into two subproblems named RM P and SP . The lower and upper bound provided from the RM P and SP are updated in each iteration. The algorithm converges when the difference between the upper and lower bound is less than an arbitrary tolerance. In conclusion, some numerical  examples are presented in order to show the efficiency of algorithm.