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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2010, Volume 13, Number 2, Pages 201–212
(Mi sjvm277)
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This article is cited in 13 scientific papers (total in 13 papers)
Numerical solution of a class of bilevel programming problems
A. S. Strekalovsky, A. V. Orlov, A. V. Malyshev Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences
Abstract:
The quadratic-linear bilevel programming problem is considered. Its optimistic statement is reduced to a series of non-convex mathematical programming problems. An approximate algorithm of the global search in the problems obtained is proposed. Numerical solutions of randomly generated test problems are given and analyzed.
Key words:
bilevel programming, optimistic solution, non-convex optimization problems, global search, computational simulation.
Received: 25.06.2009
Citation:
A. S. Strekalovsky, A. V. Orlov, A. V. Malyshev, “Numerical solution of a class of bilevel programming problems”, Sib. Zh. Vychisl. Mat., 13:2 (2010), 201–212; Num. Anal. Appl., 3:2 (2010), 165–173
Linking options:
https://www.mathnet.ru/eng/sjvm277 https://www.mathnet.ru/eng/sjvm/v13/i2/p201
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