On computational search for optimistic solutions in bilevel problems

On computational search for optimistic solutions in bilevel problems

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Article ID: iaor20105774
Volume: 48
Issue: 1
Start Page Number: 159
End Page Number: 172
Publication Date: Sep 2010
Journal: Journal of Global Optimization
Authors: , ,
Keywords: programming (bilevel)
Abstract:

The linear-linear and quadratic-linear bilevel programming problems are considered. Their optimistic statement is reduced to a nonconvex mathematical programming problem with the bilinear structure. Approximate algorithms of local and global search in the obtained problems are proposed. The results of computational solving randomly generated test problems are given and analyzed.

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