Solution algorithm for an optimistic linear Stackelberg problem

被引:17
|
作者
Dempe, Stephan [1 ]
Franke, Susanne [1 ]
机构
[1] Tech Univ Bergakad Freiberg, D-09596 Freiberg, Germany
关键词
Bilevel programming; Solution algorithm; Parametric optimization;
D O I
10.1016/j.cor.2012.09.002
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The optimistic Stackelberg problem is a bilevel programming problem where the constraints in the lower level problem are parameter independent. For linear problems of that type, algorithms for computing local and global optimal solutions are suggested. Their convergence is shown. In the last part, problems with perturbed right-hand side of the lower level constraints are considered, and the behavior of optimal solutions and of the optimal function value is investigated. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码:277 / 281
页数:5
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