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Optimization Problems Constrained by Complementarity and Other Optimization Problems

Steven A. Gabriel, Antonio J. Conejo, J. David Fuller, Benjamin F. Hobbs and Carlos Ruiz
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Steven A. Gabriel: University of Maryland
Antonio J. Conejo: University of Castilla – La Mancha
J. David Fuller: University of Waterloo
Benjamin F. Hobbs: The Johns Hopkins University
Carlos Ruiz: European Foundation for New Energy – EDF École Centrale Paris and Supélec

Chapter Chapter 6 in Complementarity Modeling in Energy Markets, 2013, pp 221-262 from Springer

Abstract: Abstract This chapter provides a friendly introduction to the analysis of optimization problems constrained by complementarity and other optimization problems. These problems are also known as bilevel problems [3], and the field of study to which they belong, hierarchical optimization. Throughout this chapter, we refer to them using the acronym OPcOPs, Optimization Problems constrained by other Optimization Problems, which explicitly indicates a hierarchy.

Keywords: Vulnerability Assessment; Complementarity Condition; Complementarity Constraint; Bilevel Problem; Generalize Nash Equilibrium Problem (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4419-6123-5_6

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DOI: 10.1007/978-1-4419-6123-5_6

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