It is a matter of hierarchy: a Nash equilibrium problem perspective on bilevel programming

Lorenzo Lampariello () and Simone Sagratella ()
Additional contact information
Lorenzo Lampariello: Department of Methods and Models for Economics, Territory and Finance, University of Rome "La Sapienza"
Simone Sagratella: Department of Computer, Control and Management Engineering, University of Rome "La Sapienza"

No 2015-07, DIAG Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

Abstract: Inspired by the optimal value approach, we propose a new reformulation of the optimistic Bilevel programming Problem (BP) as a suitable Generalized Nash Equilibrium Problem (GNEP). We provide a complete analysis of the relationship between the original hierarchical BP and the corresponding "more democratic" GNEP. Moreover, we investigate solvability and convexity issues of our reformulation. Finally, relying on the vast literature on solution methods for GNEPs, we devise a new effective algorithmic framework for the solution of signicant classes of BPs.

Keywords: Bilevel programming; Generalized Nash Equilibrium Problems (GNEP); parametric optimization; numerical approaches (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-cmp
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/report/2015-07.pdf First version, 2015 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aeg:report:2015-07

Access Statistics for this paper

More papers in DIAG Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" Contact information at EDIRC.
Bibliographic data for series maintained by Antonietta Angelica Zucconi ( this e-mail address is bad, please contact ).