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 languageEnglish
    Place of PublicationEnschede
    PublisherUniversity of Twente
    Number of pages20
    Publication statusPublished - 2000

    Publication series

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

    Keywords

    • MSC-90C26

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