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Bilevel programming and price setting problems

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Abstract

This paper is devoted to pricing optimization problems which can be modeled as bilevel programs. We present the main concepts, models and solution methods for this class of optimization problems.

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Acknowledgments

The research of the first author is supported by the Interuniversity Attraction Poles Programme initiated by the Belgian Science Policy Office. The second author acknowledges support from the Belgian national scientific funding agency “Fonds pour la Formation à la Recherche dans l’Industrie et dans l’Agriculture” (FRIA), of which she was a research fellow, and from the “Fonds David et Alice Van Buuren”.

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Correspondence to Alessia Violin.

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This is an updated version of the paper that appeared in 4OR, 11(1), 1–30 (2013).

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Labbé, M., Violin, A. Bilevel programming and price setting problems. Ann Oper Res 240, 141–169 (2016). https://doi.org/10.1007/s10479-015-2016-0

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