Bilevel programs with extremal value function: global optimality
For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to a max-min problem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition give...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2005-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/IJMMS.2005.419 |
| Summary: | For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to a max-min problem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition gives the possibility of a resolution via a maximization problem of a polyhedral convex function over a convex set. Finally, this case is completed by an algorithm. |
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| ISSN: | 0161-1712 1687-0425 |