书目名称 | Foundations of Bilevel Programming |
编辑 | Stephan Dempe |
视频video | |
丛书名称 | Nonconvex Optimization and Its Applications |
图书封面 |  |
描述 | Bilevel programming problems are hierarchical optimizationproblems where the constraints of one problem (the so-called upperlevel problem) are defined in part by a second parametric optimizationproblem (the lower level problem). If the lower level problem has aunique optimal solution for all parameter values, this problem isequivalent to a one-level optimization problem having an implicitlydefined objective function. Special emphasize in the book is onproblems having non-unique lower level optimal solutions, theoptimistic (or weak) and the pessimistic (or strong) approaches arediscussed. The book starts with the required results in parametricnonlinear optimization. This is followed by the main theoreticalresults including necessary and sufficient optimality conditions andsolution algorithms for bilevel problems. Stationarity conditions canbe applied to the lower level problem to transform the optimisticbilevel programming problem into a one-level problem. Properties ofthe resulting problem are highlighted and its relation to the bilevelproblem is investigated. Stability properties, numerical complexity,and problems having additional integrality conditions on the variablesare also d |
出版日期 | Book 2002 |
关键词 | Optimality Conditions; algorithms; linear optimization; modeling; nonlinear optimization; operations rese |
版次 | 1 |
doi | https://doi.org/10.1007/b101970 |
isbn_softcover | 978-1-4419-5220-2 |
isbn_ebook | 978-0-306-48045-4Series ISSN 1571-568X |
issn_series | 1571-568X |
copyright | Springer Science+Business Media Dordrecht 2002 |