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.
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
This publication is cited in the following 13 articles:
Piotr Alawdin, Krystyna Urbańska, “Limit Analysis of Geometrically Hardening Composite Steel-Concrete Systems / Stany Graniczne Geometrycznie Wzmacniających Siȩ Konstrukcji Zespolonych”, Civil and Environmental Engineering Reports, 16:1 (2023), 5
Stephan Dempe, Springer Optimization and Its Applications, 161, Bilevel Optimization, 2020, 581
Andrei V. Orlov, Springer Proceedings in Mathematics & Statistics, 247, Computational Aspects and Applications in Large-Scale Networks, 2018, 57
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A. V. Orlov, “Chislennyi poisk globalnykh reshenii v zadachakh nesimmetrichnoi bilineinoi otdelimosti”, Diskretn. analiz i issled. oper., 22:1 (2015), 64–85
A. V. Orlov, S. Batbileg, “Oligopolisticheskii bankovskii sektor Mongolii i polimatrichnye igry trekh lits”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 11 (2015), 80–95
S. V. Ivanov, “Bilevel stochastic linear programming problems with quantile criterion”, Autom. Remote Control, 75:1 (2014), 107–118
Alexander S. Strekalovsky, Optimization in Science and Engineering, 2014, 465
A. V. Orlov, “Globalnyi poisk optimisticheskikh reshenii v dvukhurovnevoi zadache optimalnogo vybora tarifov telekommunikatsionnym operatorom”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 6:1 (2013), 57–71
Aliawdin P., Urbanska K., “Limit Analysis of Geometrically Hardening Rod Systems Using Bilevel Programming”, Modern Building Materials, Structures and Techniques, Procedia Engineering, 57, eds. Juozapaitis A., Vainiunas P., Zavadskas E., Elsevier Science BV, 2013, 89–98
Malyshev A.V., “Algoritm globalnogo poiska garantirovannykh reshenii kvadratichno-lineinoi dvukhurovnevoi zadachi i ego testirovanie”, Vestnik buryatskogo gosudarstvennogo universiteta, 2012, no. 9, 17–21
Algorithm of global search for guaranteed solutions to quadratic-linear bilevel problem and its testing