A method of constructing test problems for linear bilevel programming problems is presented. The method selects a vertex of the feasible region, 'far away' from the solution of the relaxed linear programming problem, as the global solution of the bilevel problem. A predetermined number of constraints are systematically selected to be assigned to the lower problem. The proposed method requires only local vertex search and solutions to linear programs.
This paper presents computational experience with a rather straight forward implementation of an edge search algorithm for obtaining the globally optimal solution for linear programs with an additional reverse convex constraint. The paper's purpose is to provide a collection of problems, with known optimal solutions, and performance information for an edge search implementation so that researchers may have some benchmarks with which to compare new methods for reverse convex programs or concave minimization problems. There appears to be nothing in the literature that provides computational experience with a basic edge search procedure. The edge search implementation uses a depth first strategy. As such, this paper's implementation of the edge search algorithm is a modification of Hillestad's algorithm [ 111. A variety of test problems is generated by using a modification of the method of Sung and Rosen [20], as well as a new method that is presented in this paper. Test problems presented may be obtained at ftp://newton.ee.ucla.edu/nonconvex/pub/.
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