Article ID: | iaor20083423 |
Country: | Netherlands |
Volume: | 153 |
Issue: | 1 |
Start Page Number: | 235 |
End Page Number: | 256 |
Publication Date: | Sep 2007 |
Journal: | Annals of Operations Research |
Authors: | Marcotte Patrice, Savard Gilles, Colson Benot |
Keywords: | programming: nonlinear |
This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed towards a general formulation. We then present fields of application, focus on solution approaches, and make the connection with MPECs (Mathematical Programs with Equilibrium Constraints).