Advertisement

On an Algorithm Solving Bilevel Programming Problems

  • Stephan Dempe
Conference paper

Abstract

Consider a situation where two decision makers try to realize best decisions with respect to their own objective functions thereby acting in an hierarchical manner. Assume that the first decision maker’s (the leader’s) choice y influences the second one’s (the follower’s) objective function as well as his set of admissible decisions.

References

  1. [1]
    Dempe S. (1991a) A necessary and a sufficient optimality condition for bilevel programming problems. Forthcoming in Optimization.Google Scholar
  2. [2]
    Dempe S. (1991b) Directional differentiability of optimal solutions under Slater’s condition. Forthcoming in Math. Programming.Google Scholar
  3. [3]
    Janin R. (1984) Directional derivative of the marginal function in nonlinear programming. Math. Programming Stud. No. 21: 110–126.CrossRefGoogle Scholar
  4. [4]
    Marcotte P. (1986) Network design problem with congestion effects: a case of bilevel programming. Math. Programming 34: 142–162.CrossRefGoogle Scholar
  5. [5]
    Petersen T. (1989) Optimale Anreizsysteme: betriebswirtschaftliche Implikationen der Prinzipal-Agenten-Theorie. Betriebswirtschaftlicher Verlag Gabler. WiesbadenCrossRefGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1993

Authors and Affiliations

  • Stephan Dempe
    • 1
  1. 1.Fachbereich MathematikTechnische Universität ChemnitzChemnitzGermany

Personalised recommendations