Skip to main content

Bilevel Linear Programming, Multiobjective Programming, and Monotonic Reverse Convex Programming

  • Chapter
Multilevel Optimization: Algorithms and Applications

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 20))

Abstract

The Bilevel Linear Programming problem and the problem of Linear Optimization over the Efficient Set are shown to be special forms of linear program with an additional reverse convex constraint having a monotonicity property. Exploiting this structure, one can convert the latter problem into a problem of much reduced dimension which can then be efficiently handled by d.c. programming decomposition methods.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. H.P. Benson: 1984,‘Optimization over the Efficient Set’ J. Math. anal. Appl. 98, 562–580.

    Article  MathSciNet  MATH  Google Scholar 

  2. S. Bolintineau: 1993, ‘Minimization of a quasiconcave function over an efficient set’, Mathematical Programming, 61, 89–110.

    Article  MathSciNet  Google Scholar 

  3. J.P. Dauer and T.A. Fosnaugh: 1995, “Optimization over the efficient set”, Journal of Global Optimization, 7, 261–277.

    Article  MathSciNet  MATH  Google Scholar 

  4. J.G. Ecker and I. A. Kouda: 1975, ‘Finding efficient points for multiple objective programs’, Mathematical Programming, 8, 375–377.

    Article  MathSciNet  Google Scholar 

  5. J. Fülöp: 1993, ‘On the equivalence between a bilinear programming problem and linear optimization over the efficient set’, Working paper WP 93–1, LORDS, Computer and Automation Institute, Budapest.

    Google Scholar 

  6. J. Fülöp: 1994, ‘On the Lagrange Duality of Convex Minimization Subject to Linear Constraints and an Additional Facial Reverse Convex Constraint’, Working Paper WP 94-, LORDS, Computer and Automation Institute, Budapest.

    Google Scholar 

  7. P. Hansen, B. Jaumard and G. Savard: 1992, ‘New branch and bound rules for linear bilevel programming’, SIAM J. Stat. Comput., 13, 1194–1217.

    Article  MathSciNet  MATH  Google Scholar 

  8. R. Horst and H. Thy: 1993, Global Optimization (Deterministic Approaches), second edition, Springer-Verlag, Berlin New York.

    Google Scholar 

  9. L.D. Muu: 1993, ‘Methods for Optimizing a Linear Function over the Efficient Set’, Preprint, Institute of Mathematics, Hanoi.

    Google Scholar 

  10. C.H. Papadimitriou and K. Steiglitz: 1982, Combinatorial Optimization: Algorithms and Complexity, Prentice-Hall, Inc., New Jersey.

    MATH  Google Scholar 

  11. R.T. Rockafellar: 1970, Convex Analysis, Princeton University Press, Princeton.

    MATH  Google Scholar 

  12. P.T. Thach: 1991, ‘Quasiconjugate of Functions, Duality Relationship between Quasi-Convex Minimization under a Reverse Convex Constraint and Quasi-Convex Maximization under a Convex Constraint, and Applications J. Math. Anal. Appl.. 159, 299–322.

    Article  MathSciNet  MATH  Google Scholar 

  13. P.T. Thach, H. Konno and D. Yokota: 1993 ‘Dual Approach to Minimization on the Set of Pareto-Optimal Solution’, to appear in J. Optim. Theory Appl.

    Google Scholar 

  14. H. Thy: 1995, ‘D.C. Optimization: Theory, Methods and Algorithms’, in Handbook of Global Optimization, eds. R. Horst and P.M. Pardalos, Kluwer Academic Publishers, Dordrecht/Boston/London, 149–216.

    Google Scholar 

  15. H. Thy: 1992, ‘On nonconvex optimization problems with separated nonconvex variables’, Journal of Global Optimization, 2, 133–144.

    Article  Google Scholar 

  16. H. Thy, A. Migdalas and P. Värbrand: 1993, ‘A Global Optimization Approach for the Linear Two-Level Program’, Journal of Global Optimization, 3, 1–23.

    Article  Google Scholar 

  17. H. Thy and S. Ghannadan: 1996, ‘A new branch and bound method for bilevel linear programs’, this volume.

    Google Scholar 

  18. H. Thy, A. Migdalas and P. Värbrand: 1994, ‘A Quasiconcave Minimization Method for Solving Linear Two Level Programs’, Journal of Global Optimization, 4, 243–264.

    Article  Google Scholar 

  19. H. Thy and B.T. Tam: 1994, ‘Polyhedral Annexation vs Outer Approximation for Decomposition of Monotonic Quasiconcave Minimization Problems’, Acta Mathematica Vietnamica.

    Google Scholar 

  20. D.J. White and G. Anandalingam: 1993, ‘A Penalty Function Approach for Solving Bilevel Linear Programs’, Journal of Global Optimization, 3, 397–420.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1998 Kluwer Academic Publishers

About this chapter

Cite this chapter

Thy, H. (1998). Bilevel Linear Programming, Multiobjective Programming, and Monotonic Reverse Convex Programming. In: Migdalas, A., Pardalos, P.M., Värbrand, P. (eds) Multilevel Optimization: Algorithms and Applications. Nonconvex Optimization and Its Applications, vol 20. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0307-7_13

Download citation

  • DOI: https://doi.org/10.1007/978-1-4613-0307-7_13

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7989-8

  • Online ISBN: 978-1-4613-0307-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics