Linear bilevel problems: Genericity results and an efficient method for computing local minima

T.J. Frederiks, Georg J. Still

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Abstract

The paper is concerned with linear bilevel problems. These nonconvex problems are known to be NP-complete. So, no efficient method for solving the global bilevel problem can be expected. In this paper we give a genericity analysis of linear bilevel problems and present a new algorithm for computing efficiently local minimizers. The method is based on the given structural analysis and combines ideas of the Simplex method with projected gradient steps.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Publication statusPublished - 2000

Publication series

Name
PublisherDepartment of Applied Mathematics, University of Twente
No.1538
ISSN (Print)0169-2690

Keywords

  • MSC-90C26
  • IR-65725
  • EWI-3358

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