Abstract:
The quadratic-linear bilevel programming problem is considered. Its optimistic statement is reduced to a non-convex mathematical programming problem with the quadratic-bilinear structure. An approximate algorithm of a local search in the problem obtained is proposed, proved and tested.
Key words:
bilevel programming, optimistic solution, non-convex optimization problems, local search, test problems generating, computational simulation.
Citation:
A. S. Strekalovsky, A. V. Orlov, A. V. Malyshev, “A local search for the quadratic-linear bilevel programming problem”, Sib. Zh. Vychisl. Mat., 13:1 (2010), 75–88; Num. Anal. Appl., 3:1 (2010), 59–70