An application of bilevel programming in inverse optimal value problem

MaRDI QIDQ3627992zbMATH OpenFDO

Authors Yibing Lv, Zhongping Chen, Zhong Wan

Publication date 19 May 2009

zbMATH Keywords

bilevel programmingdualityinverse optimal probleminverse optimal value problempenalty method

Mathematics Subject Classification ID

Linear programming (90C05) Optimality conditions and duality in mathematical programming (90C46)

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• A penalty function method based on bilevel programming for solving inverse optimal value problems
• A penalty function method for solving inverse optimal value problem

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