Deterministic solution approach for some classes of nonlinear multilevel programs with multiple followers (Q1675573)

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Deterministic solution approach for some classes of nonlinear multilevel programs with multiple followers
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    Deterministic solution approach for some classes of nonlinear multilevel programs with multiple followers (English)
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    2 November 2017
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    This paper reformulates some classes of multilevel programs with multiple followers as an equivalent multilevel program having single follower at each decision level in the hierarchy. The resulting multilevel program with single follower at each level may have non-convex formulation even if each of the followers are convex with respect to their own decision variables. The authors propose a solution approach to the reformulated multilevel programming problem, and it is illustrated by some numerical examples with polyhedral constraints at each level of the hierarchy.
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    multilevel programs with multiple followers
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    multilevel programs with single follower
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    Nash equilibrium
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    hierarchical decision
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    parametric optimization
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    numerical example
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