Numerical solution of a linear bilevel problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 10, pp. 1715-1726
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The linear bilevel programming problem in the optimistic formulation is studied. It is reduced to an optimization problem with a nonconvex constraint in the form of a d.c. function (that is, the difference of two convex functions). For this problem, local and global search methods are developed. Numerical experiments performed for numerous specially generated problems, including large-scale ones, demonstrate the efficiency of the proposed approach.
@article{ZVMMF_2010_50_10_a0,
author = {T. V. Gruzdeva and E. G. Petrova},
title = {Numerical solution of a linear bilevel problem},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1715--1726},
publisher = {mathdoc},
volume = {50},
number = {10},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_10_a0/}
}
TY - JOUR AU - T. V. Gruzdeva AU - E. G. Petrova TI - Numerical solution of a linear bilevel problem JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2010 SP - 1715 EP - 1726 VL - 50 IS - 10 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_10_a0/ LA - ru ID - ZVMMF_2010_50_10_a0 ER -
T. V. Gruzdeva; E. G. Petrova. Numerical solution of a linear bilevel problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 10, pp. 1715-1726. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_10_a0/