Linear bilevel problems: Genericity results and an efficient method for computing local minima

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Frederiks, T.J. and Still, G.J. (2000) Linear bilevel problems: Genericity results and an efficient method for computing local minima. [Report]

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Abstract:
The paper is concerned with linear bilevel problems. These nonconvex problems are known to be NP-complete. So, no efficient method for solving the global bilevel problem can be expected. In this paper we give a genericity analysis of linear bilevel problems and present a new algorithm for computing efficiently local minimizers. The method is based on the given structural analysis and combines ideas of the Simplex method with projected gradient steps.
Item Type:Report
Additional information:Imported from MEMORANDA
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/65725
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