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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2014, Volume 17, Number 3, Pages 245–257
(Mi sjvm546)
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This article is cited in 2 scientific papers (total in 2 papers)
The test problem generation for quadratic-linear pessimistic bilevel optimization
A. V. Orlova, A. V. Malyshevb a Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, 134 Lermontov str., Irkutsk, 664033, Russia
b Luxand, Inc., 901 N. Pitt str. Suite 325 Alexandria, VA 22314 USA
Abstract:
The generation method of quadratic-linear bilevel optimization test problems in a pessimistic formulation is proposed and justified. The propositions about the exact form and the number of local and global pessimistic solutions in generated problems are proved.
Key words:
test problem generation, bilevel optimization, guaranteed (pessimistic) solution, kernel problems.
Received: 15.05.2013
Citation:
A. V. Orlov, A. V. Malyshev, “The test problem generation for quadratic-linear pessimistic bilevel optimization”, Sib. Zh. Vychisl. Mat., 17:3 (2014), 245–257; Num. Anal. Appl., 7:3 (2014), 204–214
Linking options:
https://www.mathnet.ru/eng/sjvm546 https://www.mathnet.ru/eng/sjvm/v17/i3/p245
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