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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 10, Pages 1715–1726
(Mi zvmmf4943)
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This article is cited in 14 scientific papers (total in 14 papers)
Numerical solution of a linear bilevel problem
T. V. Gruzdeva, E. G. Petrova Institute of Dynamical Systems and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033 Russia
Abstract:
The linear bilevel programming problem in the optimistic formulation is studied. It is reduced to an optimization problem with a nonconvex constraint in the form of a d.c. function (that is, the difference of two convex functions). For this problem, local and global search methods are developed. Numerical experiments performed for numerous specially generated problems, including large-scale ones, demonstrate the efficiency of the proposed approach.
Key words:
linear bilevel problem, optimistic solution, problem with d.c. inequality, local search, global search, numerical experiment.
Received: 05.02.2010 Revised: 13.05.2010
Citation:
T. V. Gruzdeva, E. G. Petrova, “Numerical solution of a linear bilevel problem”, Zh. Vychisl. Mat. Mat. Fiz., 50:10 (2010), 1715–1726; Comput. Math. Math. Phys., 50:10 (2010), 1631–1641
Linking options:
https://www.mathnet.ru/eng/zvmmf4943 https://www.mathnet.ru/eng/zvmmf/v50/i10/p1715
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