Abstract:

A global convergent algorithm is proposed to solve
bilevel linear fractional-linear programming,which is a special
class of bilevel programming.In our algorithm,replacing the lower
level problem by its dual gap equaling to zero,the bilevel linear
fractional-linear programming is transformed into a traditional sin-
gle level programming problem,which can be transformed into a
series of linear fractional programming problem.Thus,the modi-
fied convex simplex method is used to solve the infinite linear
fractional programming to obtain the global convergent solution of
the original bilevel linear fractional-linear programming.Finally,an
example demonstrates the feasibility of the proposed algorithm.