On computational search for optimistic solutions in bilevel problems

On computational search for optimistic solutions in bilevel problems

The linear-linear and quadratic-linear bilevel programming problems are considered. Their optimistic statement is reduced to a nonconvex mathematical programming problem with the bilinear structure. Approximate algorithms of local and global search in the obtained problems are proposed. The results...

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Veröffentlicht in:Journal of global optimization 2010-09, Vol.48 (1), p.159-172
Hauptverfasser: Strekalovsky, Alexander S., Orlov, Andrey V., Malyshev, Anton V.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Computer Science
Convex analysis
Linear programming
Mathematical programming
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Real Functions
Simulation
Studies
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Beschreibung
Zusammenfassung:The linear-linear and quadratic-linear bilevel programming problems are considered. Their optimistic statement is reduced to a nonconvex mathematical programming problem with the bilinear structure. Approximate algorithms of local and global search in the obtained problems are proposed. The results of computational solving randomly generated test problems are given and analyzed.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-009-9514-z