Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

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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: , , ,
Abstract:

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.

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