Solving bilevel programs with the KKT-approach

G. Bouza Allende, Georg J. Still

Research output: Contribution to journalArticleAcademicpeer-review

44 Citations (Scopus)
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Abstract

Bilevel programs (BL) form a special class of optimization problems. They appear in many models in economics, game theory and mathematical physics. BL programs show a more complicated structure than standard finite problems. We study the so-called KKT-approach for solving bilevel problems, where the lower level minimality condition is replaced by the KKT- or the FJ-condition. This leads to a special structured mathematical program with complementarity constraints. We analyze the KKT-approach from a generic viewpoint and reveal the advantages and possible drawbacks of this approach for solving BL problems numerically.
Original languageEnglish
Pages (from-to)309-332
Number of pages24
JournalMathematical programming
Volume138
Issue number1-2
DOIs
Publication statusPublished - 2013

Keywords

  • EWI-23989
  • IR-87879
  • METIS-300168
  • Bilevel problems · KKT-condition · FJ-condition · Mathematical programs with complementarity constraints · Genericity · Critical points

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