Linear bilevel programming with interval coefficients

DOI10.1016/j.cam.2011.10.012zbMath1256.65050MaRDI QIDQ432810

Herminia I. Calvete, Carmen Galé

Publication date: 4 July 2012

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.10.012

zbMATH Keywords

algorithm; uncertainty; sensitivity analysis; nonlinear problems; interval coefficients; linear bilevel programming

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

90C05: Linear programming

65G30: Interval and finite arithmetic

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• Optimality conditions and an algorithm for linear-quadratic bilevel programs$fr1:¹$f:¹partially supported by nsfc and madis. this paper was prepared during the first author's visiting universitat de barcelona. he is grateful to the financial support provided by universitat de barcelona. the authors are very grateful to the referees for their valuable suggestions and comments