A note on the definition of a linear bilevel programming solution

被引:23
作者
Audet, Charles
Haddad, Jean
Savard, Gilles
机构
[1] Ecole Polytech, Dept Math & Genie Ind, Montreal, PQ H3C 3A7, Canada
[2] HEC Montreal, Gerad, Montreal, PQ H3T 2A7, Canada
关键词
optimization; linear bilevel programming;
D O I
10.1016/j.amc.2006.01.043
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
An alternative definition of the linear bilevel programming problem BLP has recently been proposed by Lu, Shi, and Zhang. This note shows that the proposed definition is a restriction of BLP. Indeed, the new definition is equivalent to transferring the first-level constraints involving second-level variables into the second level, resulting in a special case of BLP in which there are no first-level constraint involving second-level variables. Thus, contrary to what is stated by the authors who suggested the new definition, this does not allow to solve a wider class of problems, but rather relaxes the feasible region, allowing for infeasible points to be considered as feasible. (c) 2006 Elsevier Inc. All rights reserved.
引用
收藏
页码:351 / 355
页数:5
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