Solving linear bi-level programming problem by dual of the lower level and genetic algorithm

Bi-level programming problem is very important and practical and NP-hard problem. In this paper we propose a new and different method to solve bi-level programming problem. We use the dual of the lower level problem to convert the linear bi-level programming problem into an equivalent single level programming. Then we use the genetic algorithm to solve the problem. The numerical results show that this method is efficient.Also the important property of using the dual of the lower level is that the problem will remain linear unlike the KKT conditions

Keywords:

bi-level programming , dual problem , genetic algorithm