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Journal of Applied Mathematics and Computation

ISSN Online: 2576-0653 ISSN Print: 2576-0645 CODEN: JAMCEZ
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ArticleOpen Access http://dx.doi.org/10.26855/jamc.2020.12.006

Dual Theory for Matrix Linear Bilevel Programming

Yun Wang *, Hao Xu

College of Information Science and Engineering, Shandong Agricultural University, Taian, China.

*Corresponding author: Yun Wang

Published: November 6,2020

Abstract

Based on the research of the linear bilevel programming, a matrix linear bilevel programming is considered in this paper. Firstly, the equivalent single-level pro-gramming form is given. Then, the Lagrange duality theory is used to discuss the duality programming problems and properties of matrix-type linear bilevel pro-gramming. Finally, the relationship between the saddle condition of the duality linear programming and optimal solution of the matrix linear bilevel program-ming is discussed.

Keywords

Matrix Linear Bilevel Programming, Dual Theory, Lagrange Duality Programming, Saddle Condition

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How to cite this paper

Dual Theory for Matrix Linear Bilevel Programming

How to cite this paper: Yun Wang, Hao Xu. (2020) Dual Theory for Matrix Linear Bilevel Programming. Journal of Applied Mathematics and Computation, 4(4), 147-152.

DOI: http://dx.doi.org/10.26855/jamc.2020.12.006