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On computational search for optimistic solutions in bilevel problems

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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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Authors and Affiliations

  1. ISDCT SB RAS, 134, Lermontov Str., Irkutsk, Russia

    Alexander S. Strekalovsky, Andrey V. Orlov & Anton V. Malyshev

Authors
  1. Alexander S. Strekalovsky
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  2. Andrey V. Orlov
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  3. Anton V. Malyshev
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Corresponding author

Correspondence to Alexander S. Strekalovsky.

Additional information

The work on the problem has been is partly supported by Foundation for the Support of National Science (Russia), and by grants of the President of Russian Federation MK-1497.2008.1 and NSh-1676.2008.1.

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Strekalovsky, A.S., Orlov, A.V. & Malyshev, A.V. On computational search for optimistic solutions in bilevel problems. J Glob Optim 48, 159–172 (2010). https://doi.org/10.1007/s10898-009-9514-z

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  • DOI: https://doi.org/10.1007/s10898-009-9514-z

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