General Bilevel Programming
Of the various types of mathematical two—level structures, the general bilevel programming problem is the most challenging. It was originally proposed as a model for a leader—follower game in which two players try to minimize their individual objective functions F(x, y) and f(x, y), respectively, subject to a series of interdependent constraints [S12, S13, S16]. Once again, the underlying assumptions are that full information is available, at least to the leader, and that cooperation is prohibited. This precludes the use of correlated strategies and side payments.
KeywordsBilevel Program Bundle Method Live Node Inducible Region Steep Descent Direction
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