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An overview of bilevel optimization.

Authors :
Colson, Benoît
Marcotte, Patrice
Savard, Gilles
Source :
Annals of Operations Research. Sep2007, Vol. 153 Issue 1, p235-256. 22p.
Publication Year :
2007

Abstract

This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed towards a general formulation. We then present fields of application, focus on solution approaches, and make the connection with MPECs (Mathematical Programs with Equilibrium Constraints). [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*MATHEMATICAL optimization
*NONLINEAR programming
*MATHEMATICAL programming
*MATHEMATICAL analysis
*ALGORITHMS

Details

Language :
English
ISSN :
02545330
Volume :
153
Issue :
1
Database :
Academic Search Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
25299336
Full Text :
https://doi.org/10.1007/s10479-007-0176-2
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