Article ID: | iaor19942391 |
Country: | Belgium |
Volume: | 35 |
Start Page Number: | 135 |
End Page Number: | 149 |
Publication Date: | Mar 1993 |
Journal: | Cahiers du Centre d'tudes de Recherche Oprationnelle |
Authors: | Arora S.R., Thirwani D. |
Keywords: | bilevel optimization |
This paper considers the problem in which two decision makers wish to maximize their own objective functions, which are linear fractional functions, over a feasible region defined by interactive strategy sets. Such programs are non-convex. An algorithm based on the concept of