Bilevel convex programming models
| Autor: | R. Trujillo-Cortez, Sanjo Zlobec |
|---|---|
| Rok vydání: | 2009 |
| Předmět: |
Convex analysis
Parametric programming Mathematical optimization Control and Optimization Applied Mathematics Subderivative Management Science and Operations Research Lexicographical order Inner model Saddle point Convex optimization Saddle parameter global and local optimum saddle point marginal value formula Mathematics |
| Zdroj: | Optimization. 58:1009-1028 |
| ISSN: | 1029-4945 0233-1934 |
| DOI: | 10.1080/02331930701763330 |
| Popis: | Bilevel convex models are studied after being cast into a parametric programming form. This form has a lexicographic inner-outer structure where the optimal value of the outer model is optimized on the set of optimal solutions of the inner model. Optimal solutions are characterized using a Lagrangian saddle-point approach and a marginal value formula is given for the outer model. These are used to formulate a general method for finding an optimal solution by input optimization. |
| Databáze: | OpenAIRE |
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