Algorithms for solving the mixed integer two-level linear programming problem

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Abstract

Several algorithms have been developed to solve the two-level linear programming problem during the past years. In this paper, we will formulate the mixed integer two-level linear programming problem and develop both the exact and heuristic solution procedures based on the branch-and-bound technique for solving the problem. Computational experience and comparisons will be presented.

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U.P. Wen is Associate Professor of Industrial Engineering, National Tsing Hua University, Hsinchu, Taiwan, R.O.C. He received his PhD in industrial engineering from State University of New York at Buffalo. His primary research interests are in the area of multicriteria decision making, automatic warehousing systems and applied operations research. Dr Wen is currently a Visiting Scholar at the University of Maryland (1989–1990).

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