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A novel approach to Bilevel nonlinear programming
Institute of Mathematics, Hanoi.
Technical University of Crete.ORCID iD: 0000-0001-8473-3663
Institute of Mathematics, Hanoi.
2007 (English)In: Journal of Global Optimization, ISSN 0925-5001, E-ISSN 1573-2916, Vol. 38, no 4, p. 527-554Article in journal (Refereed) Published
Abstract [en]

Recently developed methods of monotonic optimization have been applied successfully for studying a wide class of nonconvex optimization problems, that includes, among others, generalized polynomial programming, generalized multiplicative and fractional programming, discrete programming, optimization over the efficient set, complementarity problems. In the present paper the monotonic approach is extended to the General Bilevel Programming GBP Problem. It is shown that (GBP) can be transformed into a monotonic optimization problem which can then be solved by "polyblock" approximation or, more efficiently, by a branch-reduce-and-bound method using monotonicity cuts. The method is particularly suitable for Bilevel Convex Programming and Bilevel Linear Programming

Place, publisher, year, edition, pages
2007. Vol. 38, no 4, p. 527-554
National Category
Production Engineering, Human Work Science and Ergonomics
Research subject
Industrial Logistics
Identifiers
URN: urn:nbn:se:ltu:diva-8433DOI: 10.1007/s10898-006-9093-1Local ID: 6f1e4705-ba67-4b7b-ae88-876f1d25ef12OAI: oai:DiVA.org:ltu-8433DiVA, id: diva2:981371
Conference
International Workshop on Multilevel Optimization : Algorithms and Applications 15/05/2005 - 17/05/2005
Note
Upprättat; 2007; 20140909 (andbra)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-04-11Bibliographically approved

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Migdalas, Athanasios

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