Convex Bilevel Programming
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Of the algorithms presented in Chapter 5 for finding global minima of linear bilevel programs, the Kuhn-Tucker approach [B11], the variable elimination method [H1], and the complementarity approach [J4] are the most efficient and robust developed to date. These algorithms can be readily extended to solve the linear-quadratic case where the functions F, G and g are linear, and the function f is strictly convex quadratic.
KeywordsSearch Tree Descent Direction Constraint Qualification Bilevel Program Separation Scheme
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