Optimality conditions for the linear fractional/quadratic bilevel problem

• Autores: Herminia I. Calvete, Carmen Galé Pola
• Localización: VIII Journées Zaragoza-Pau de Mathématiques Appliquées et de Statistiques / coord. por Manuel Pedro Palacios Latasa , David Trujillo, Juan José Torrens Iñigo , Monique Madaune-Tort , María Cruz López de Silanes Busto , Gerardo Sanz Sáiz , 2003, ISBN 84-7733-720-9, págs. 285-294
• Idioma: inglés
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• Resumen

  • Bilevel programs are optimization problems which have a subset of their variables constrained to be an optimal solution of another problem parameterized by the remaining variables. They have been applied to decentralized planning problems involving a decision process with a hierarchical structure. This paper considers the linear fractional/quadratic bilevel programming (LFQBP) problem, in which the first level objective function is linear fractional, the second level objective function is quadratic and the common constraint region is a polyhedron. For this problem, optimality conditions are derived based on Karush-Kuhn-Tucker conditions and duality theory.