A. V. Orlov, A. V. Malyshev, “The test problem generation for quadratic-linear pessimistic bilevel optimization”, Sib. Zh. Vychisl. Mat., 2014, Volume 17, Number 3,Pages <nobr>245

This article is cited in 2 papers

The test problem generation for quadratic-linear pessimistic bilevel optimization

A. V. Orlov^a, A. V. Malyshev^b

^a Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, 134 Lermontov str., Irkutsk, 664033, Russia
^b Luxand, Inc., 901 N. Pitt str. Suite 325 Alexandria, VA 22314 USA

Abstract: The generation method of quadratic-linear bilevel optimization test problems in a pessimistic formulation is proposed and justified. The propositions about the exact form and the number of local and global pessimistic solutions in generated problems are proved.

Key words: test problem generation, bilevel optimization, guaranteed (pessimistic) solution, kernel problems.

UDC: 519.853.4

Received: 15.05.2013