Foundations of Bilevel Programming
Author | : Stephan Dempe |
Publisher | : Springer Science & Business Media |
Total Pages | : 318 |
Release | : 2002-05-31 |
ISBN-10 | : 9781402006319 |
ISBN-13 | : 1402006314 |
Rating | : 4/5 (19 Downloads) |
Book excerpt: "The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed