Bilevel programs with extremal value function: global optimality

Abdelmalek Aboussoror, Hicham Babahadda and Abdelatif Mansouri

International Journal of Mathematics and Mathematical Sciences, 2005, vol. 2005, 1-17

Abstract:

For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to a max - min problem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition gives the possibility of a resolution via a maximization problem of a polyhedral convex function over a convex set. Finally, this case is completed by an algorithm.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:404537

DOI: 10.1155/IJMMS.2005.419

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