4.5 Article Proceedings Paper

A special three-level optimization problem

期刊

JOURNAL OF GLOBAL OPTIMIZATION
卷 76, 期 3, 页码 519-531

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SPRINGER
DOI: 10.1007/s10898-019-00822-w

关键词

Bilevel optimization; Three-level optimization; Necessary optimality conditions; Solution algorithms; Hierarchical optimization

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A special linear, three-level optimization problem is considered where the reaction of the third-level decision maker influences the objective functions of both decision makers on the first and the second level via its optimal objective function value. For this problem, existence of an optimal solution as well as its computation are investigated.

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