Discrete linear bilevel programming problem

被引：96
|
作者：
Vicente, L
Savard, G
Judice, J
机构：
[1] UNIV COIMBRA,DEPT MATEMAT,P-3000 COIMBRA,PORTUGAL
[2] ECOLE POLYTECH,DEPT MATH & GENIE IND,MONTREAL,PQ H3C 3A7,CANADA
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1996年 / 89卷 / 03期
关键词：
linear bilevel programming; integer linear programming; exact penalty functions;
D O I：
10.1007/BF02275351
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we analyze some properties of the discrete linear bilevel program for different discretizations of the set of variables. We study the geometry of the feasible set and discuss the existence of an optimal solution. We also establish equivalences between different classes of discrete linear bilevel programs and particular linear multilevel programming problems. These equivalences are based on concave penalty functions and can be used to design penalty function methods for the solution of discrete linear bilevel programs.
引用
收藏
页码：597 / 614
页数：18
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