Bilevel programs with extremal value function: global optimality (Q2566594)
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English | Bilevel programs with extremal value function: global optimality |
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Bilevel programs with extremal value function: global optimality (English)
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26 September 2005
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Summary: For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to a max-min problem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition gives the possibility of a resolution via a maximization problem of a polyhedral convex function over a convex set. Finally, this case is completed by an algorithm.
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