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Linear bilevel problems: Genericity results and an efficient method for computing local minima

Georg Still

Mathematical Methods of Operations Research, 2002, vol. 55, issue 3, 383-400

Abstract: 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. Copyright Springer-Verlag Berlin Heidelberg 2002

Keywords: Key words: linear bilevel programming; genericity results; numerical methods; Mathematical Subject Classification 1991: 90C26 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s001860200189

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