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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2010 Volume 13, Number 1, Pages 75–88 (Mi sjvm269)

This article is cited in 10 papers

A local search for the quadratic-linear bilevel programming problem

A. S. Strekalovsky, A. V. Orlov, A. V. Malyshev

Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences

Abstract: The quadratic-linear bilevel programming problem is considered. Its optimistic statement is reduced to a non-convex mathematical programming problem with the quadratic-bilinear structure. An approximate algorithm of a local search in the problem obtained is proposed, proved and tested.

Key words: bilevel programming, optimistic solution, non-convex optimization problems, local search, test problems generating, computational simulation.

UDC: 519.853.4

Received: 25.06.2009
Revised: 09.10.2009


 English version:
Numerical Analysis and Applications, 2010, 3:1, 59–70

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© Steklov Math. Inst. of RAS, 2024