DERIVATIVE EVALUATION AND COMPUTATIONAL EXPERIENCE WITH LARGE BILEVEL MATHEMATICAL PROGRAMS

被引：70

作者：

KOLSTAD, CD

LASDON, LS

机构：

[1] UNIV ILLINOIS,INST ENVIRONM STUDIES,URBANA,IL 61801

[2] UNIV TEXAS,SCH BUSINESS ADM,DEPT GEN BUSINESS,AUSTIN,TX 78712

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1990年 / 65卷 / 03期

关键词：

Bilevel programming; economic models; economic planning; hierarchical decision making; multilevel programming; sensitivity analysis;

D O I：

10.1007/BF00939562

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A bilevel program is a mathematical program involving functions defined implicitly as solutions to another mathematical program. We discuss a method for extracting derivative information on the implicit function, which is especially efficient when the lower-level problem has simple bounds on the variables and/or many inactive constraints. Computational experience on problems with up to 230 variables and 30 constraints is presented. © 1990 Plenum Publishing Corporation.

引用

页码：485 / 499

页数：15

共 28 条

[1] AN ALGORITHM FOR SOLVING THE GENERAL BILEVEL PROGRAMMING PROBLEM [J].