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A global optimization approach for the linear two-level program
Institute of Mathematics, Hanoi, Division of Optimization, Department of Mathematics, Linköping Institute of Technology.
Department of Mathematics, Linköping Institute of Technology.ORCID iD: 0000-0001-8473-3663
Division of Optimization, Department of Mathematics, Linköping Institute of Technology.
1993 (English)In: Journal of Global Optimization, ISSN 0925-5001, E-ISSN 1573-2916, Vol. 3, no 1, p. 1-23Article in journal (Refereed) Published
Abstract [en]

Linear two-level programming deals with optimization problems in which the constraint region is implicity determined by another optimization problem. Mathematical programs of this type arise in connection with policy problems to which the Stackelberg leader-follower game is applicable. In this paper, the linear two-level programming problem is restated as a global optimization problem and a new solution method based on this approach is developed. The most important feature of this new method is that it attempts to take full advantage of the structure in the constraints using some recent global optimization techniques. A small example is solved in order to illustrate the approach

Place, publisher, year, edition, pages
1993. Vol. 3, no 1, p. 1-23
National Category
Production Engineering, Human Work Science and Ergonomics
Research subject
Industrial Logistics
Identifiers
URN: urn:nbn:se:ltu:diva-10990DOI: 10.1007/BF01100237Local ID: 9e2c5005-25ef-42e3-818a-ad5fbfd76462OAI: oai:DiVA.org:ltu-10990DiVA, id: diva2:983939
Note

Upprättat; 1993; 20141107 (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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