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.
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
This publication is cited in the following 2 articles:
Stephan Dempe, Springer Optimization and Its Applications, 161, Bilevel Optimization, 2020, 581
M. V. Barkova, “On generating nonconvex optimization test problems”, Mathematical Optimization Theory and Operations Research, Lecture Notes in Computer Science, 11548, eds. M. Khachay, Y. Kochetov, P. Pardalos, Springer, 2019, 21–33