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Numerical Analysis and Applications

, Volume 7, Issue 3, pp 204–214 | Cite as

Test problem generation for quadratic-linear pessimistic bilevel optimization

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Abstract

A generation method of quadratic-linear bilevel optimization test problems in a pessimistic formulation is proposed and justified. Propositions about the exact form and the number of local and global pessimistic solutions in generated problems are proved.

Keywords

test problem generation bilevel optimization guaranteed (pessimistic) solution kernel problems 

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Copyright information

© Pleiades Publishing, Ltd. 2014

Authors and Affiliations

  1. 1.Institute of System Dynamics and Control Theory, Siberian BranchRussian Academy of SciencesIrkutskRussia
  2. 2.Luxand, Inc.AlexandriaUSA

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