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A neural network approach for solving linear bilevel programming problem
Authors:Tiesong Hu  Xuning Guo  Xiang Fu  Yibing Lv
Affiliation:1. Research Institute of Quantitative Economics, Zhejiang Gongshang University, China;2. Universiti Teknologi PETRONAS, Dept. of CIS, Malaysia;3. Dept. of CSE; SRMIST, Chennai-603203, India;4. Microsoft Corporations, USA;5. Najing University, China;6. University of Chinese Academy of Sciences, China
Abstract:A novel neural network approach is proposed for solving linear bilevel programming problem. The proposed neural network is proved to be Lyapunov stable and capable of generating optimal solution to the linear bilevel programming problem. The numerical result shows that the neural network approach is feasible and efficient.
Keywords:
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