Dependence of bilevel mathematical programs on irrelevant constraints

被引:3
作者
Macal, CM [1 ]
Hurter, AP [1 ]
机构
[1] NORTHWESTERN UNIV,DEPT IND ENGN & MANAGEMENT SCI,EVANSTON,IL 60201
关键词
D O I
10.1016/S0305-0548(97)00025-7
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
For standard, single-level mathematical programs, any optimal solution remains optimal when an inactive (i.e., irrelevant) constraint is added to the problem, a property termed independence of irrelevant constraints (IIC). In general, bilevel mathematical programs do not possess the IIC property. This paper presents necessary and sufficient conditions for the IIC property to hold for a bilevel program. A straightforward test is described that concludes whether or not a bilevel program is IIC. (C) 1997 Elsevier Science Ltd.
引用
收藏
页码:1129 / 1140
页数:12
相关论文
共 16 条
[1]  
[Anonymous], 1986, DYNAMIC GAMES APPL E
[2]   AN EXPLICIT SOLUTION TO THE MULTILEVEL PROGRAMMING PROBLEM [J].
BARD, JF ;
FALK, JE .
COMPUTERS & OPERATIONS RESEARCH, 1982, 9 (01) :77-100
[3]   OPTIMALITY CONDITIONS FOR THE BILEVEL PROGRAMMING PROBLEM [J].
BARD, JF .
NAVAL RESEARCH LOGISTICS, 1984, 31 (01) :13-26
[4]   AN ALGORITHM FOR SOLVING THE GENERAL BILEVEL PROGRAMMING PROBLEM [J].
BARD, JF .
MATHEMATICS OF OPERATIONS RESEARCH, 1983, 8 (02) :260-272
[5]   AN EFFICIENT POINT ALGORITHM FOR A LINEAR 2-STAGE OPTIMIZATION PROBLEM [J].
BARD, JF .
OPERATIONS RESEARCH, 1983, 31 (04) :670-684
[6]   COORDINATION OF A MULTIDIVISIONAL ORGANIZATION THROUGH 2 LEVELS OF MANAGEMENT [J].
BARD, JF .
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 1983, 11 (05) :457-468
[7]  
BENAYED O, 1993, COMPUTERS OPERATIONS, V20, P4585
[8]   ON 2-LEVEL OPTIMIZATION [J].
BIALAS, WF ;
KARWAN, MH .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1982, 27 (01) :211-214
[9]   2-LEVEL LINEAR-PROGRAMMING [J].
BIALAS, WF ;
KARWAN, MH .
MANAGEMENT SCIENCE, 1984, 30 (08) :1004-1020
[10]   DEFENSE APPLICATIONS OF MATHEMATICAL PROGRAMS WITH OPTIMIZATION PROBLEMS IN CONSTRAINTS [J].
BRACKEN, J ;
MCGILL, JT .
OPERATIONS RESEARCH, 1974, 22 (05) :1086-1096