Derivative evaluation and computational experience with large bilevel mathematical programs (Q1123142): Difference between revisions

A bilevel program is a mathematical program involving functions defined implicitly as solutions to another mathematical program. We discuss a method for extracting derivative information on the implicit function, which is especially efficient when the lower-level problem has simple bounds on the variables and/or many inactive constraints. Computational experience on problems with up to 230 variables and 30 constraints is presented.