An extended Kth-best approach for linear bilevel programming

Chenggen Shi, Jie Lu, Guangquan Zhang

Abstract: Kth-best approach is one of the three popular and workable approaches for linear bilevel programming. However, it could not well deal with a linear bilevel programming problem when the constraint functions at the upper-level are of arbitrary linear form. Based on our previous work, this paper proposes theoretical properties of linear bilevel programming and presents an extended Kth-best approach for linear bilevel programming which can effectively solve above problem.