Dependence of bilevel mathematical programs on irrelevant constraints

Dependence of bilevel mathematical programs on irrelevant constraints

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Article ID: iaor19981924
Country: United Kingdom
Volume: 24
Issue: 12
Start Page Number: 1129
End Page Number: 1140
Publication Date: Dec 1997
Journal: Computers and Operations Research
Authors: ,
Keywords: bilevel optimization
Abstract:

For standard, single-level mathematical programs, any optimal solution remains optimal when an inactive (i.e., irrelevant) constraint is added to the problem, a property termed independence of irrelevant constraints (IIC). In general, bilevel mathematical programs do not possess the IIC property. This paper presents necessary and sufficient conditions for the IIC property to hold for a bilevel program. A straightforward test is described that concludes whether or not a bilevel program is IIC.

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