A neurodynamic optimization approach to bilevel linear programming

Abstract

This paper presents new results on neurodynamic optimization approach to solve bilevel linear programming problems (BLPPs) with linear inequality constraints. A sub-gradient recurrent neural network is proposed for solving the BLPPs. It is proved that the state convergence time period is finite and can be quantitatively estimated. Compared with existing recurrent neural networks for BLPPs, the proposed neural network does not have any design parameter and can solve the BLPPs in finite time. Some numerical examples are introduced to show the effectiveness of the proposed neural network.