Article ID: | iaor1991693 |
Country: | Netherlands |
Volume: | 48 |
Issue: | 2 |
Start Page Number: | 265 |
End Page Number: | 284 |
Publication Date: | Sep 1990 |
Journal: | Mathematical Programming |
Authors: | Friesz Terry L., Tobin Roger, Cho Hsun-Jung, Mehta Nihal J. |
In this paper the authors consider heuristic algorithms for a special case of the generalized bilevel mathematical programming problem in which one of the levels is represented as a variational inequality problem. Such problems arise in network design and economic planning. The authors obtain derivative information needed to implement these algorithms for such bilevel problems from the theory of sensitivity analysis for variational inequalities. They provide computational results for several numerical examples.