期刊
MATHEMATICAL METHODS OF OPERATIONS RESEARCH
卷 55, 期 3, 页码 383-400出版社
PHYSICA-VERLAG GMBH & CO
DOI: 10.1007/s001860200189
关键词
linear bilevel programming; genericity results; numerical methods
The paper is concerned with linear bilevel problems. These nonconvex problems are known to be NP-complete. So, no theoretically 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 efficiently computing local minimizers. The method is based on the given structural analysis and combines ideas of the Simplex method with projected gradient steps.
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