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

Sib. Zh. Vychisl. Mat., 2010 Volume 13, Number 2, Pages 201–212 (Mi sjvm277)

This article is cited in 13 papers

Numerical solution of a class of bilevel programming problems

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 series of non-convex mathematical programming problems. An approximate algorithm of the global search in the problems obtained is proposed. Numerical solutions of randomly generated test problems are given and analyzed.

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

UDC: 519.853.4

Received: 25.06.2009


 English version:
Numerical Analysis and Applications, 2010, 3:2, 165–173

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