Back to Search
Start Over
Newton-type method for bilevel programs with linear lower level problem and application to toll optimization
- Publication Year :
- 2020
-
Abstract
- We consider a bilevel program involving a linear lower level problem with left-hand-side perturbation. We then consider the Karush-Kuhn-Tucker reformulation of the problem and subsequently build a tractable optimization problem with linear constraints by means of a partial exact penalization. A semismooth system of equations is then generated from the later problem and a Newton-type method is developed to solve it. Finally, we illustrate the convergence and practical implementation of the algorithm on the optimal toll-setting problem in transportation networks.
- Subjects :
- Mathematics - Optimization and Control
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2010.11662
- Document Type :
- Working Paper