A special three-level optimization problem
S. Dempe (),
O. Khamisov () and
Yu. Kochetov ()
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S. Dempe: TU Bergakademie Freiberg
O. Khamisov: Sobolev Institute of Mathematics
Yu. Kochetov: Sobolev Institute of Mathematics
Journal of Global Optimization, 2020, vol. 76, issue 3, No 6, 519-531
Abstract:
Abstract 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.
Keywords: Bilevel optimization; Three-level optimization; Necessary optimality conditions; Solution algorithms; Hierarchical optimization; 90C30; 91A65 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10898-019-00822-w
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