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

T.J. Frederiks; G.J. Still

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

T.J. Frederiks, G.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 language	English
Place of Publication	Enschede
Publisher	University of Twente
Number of pages	20
Publication status	Published - 2000

Publication series

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

Keywords

MSC-90C26

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Memorandum 1538Final published version, 136 KB

1 Article

Linear bilevel problems: Genericity results and an efficient method for computing local minima
Still, G. J., 2002, In: Mathematical methods of operations research. 55, 3, p. 383-400
Research output: Contribution to journal › Article › Academic › peer-review
11 Citations (Scopus)

4 Downloads (Pure)

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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.",

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AB - 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.

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T3 - Memorandum

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PB - University of Twente

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

Abstract

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

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