Solving linear fractional bilevel programs

被引：18

作者：

Calvete, HI

Galé, C

机构：

[1] Univ Zaragoza, Fac Ciencias, Dpto Metodos Estadist, E-50009 Zaragoza, Spain

[2] Univ Zaragoza, Dpto Metodos Estadist, CPS, Zaragoza 50018, Spain

来源：

OPERATIONS RESEARCH LETTERS | 2004年 / 32卷 / 02期

关键词：

bilevel; fractional; quasiconcave; quasiconvex; Kth-best;

D O I：

10.1016/j.orl.2003.07.003

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：

In this paper, we prove that an optimal solution to the linear fractional bilevel programming problem occurs at a boundary feasible extreme point. Hence, the Kth-best algorithm can be proposed to solve the problem. This property also applies to quasiconcave bilevel problems provided that the first level objective function is explicitly quasimonotonic. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：143 / 151

页数：9

共 14 条

[1]

AVRIEL M, 1988, GENERALIZED CONCAVIT

[2] AN EXPLICIT SOLUTION TO THE MULTILEVEL PROGRAMMING PROBLEM [J].