MPEC Methods for Bilevel Optimization Problems

Youngdae Kim (), Sven Leyffer () and Todd Munson ()
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Youngdae Kim: Argonne National Laboratory
Sven Leyffer: Argonne National Laboratory
Todd Munson: Argonne National Laboratory

Chapter Chapter 12 in Bilevel Optimization, 2020, pp 335-360 from Springer

Abstract: Abstract We study optimistic bilevel optimization problems, where we assume the lower-level problem is convex with a nonempty, compact feasible region and satisfies a constraint qualification for all possible upper-level decisions. Replacing the lower-level optimization problem by its first-order conditions results in a mathematical program with equilibrium constraints (MPEC) that needs to be solved. We review the relationship between the MPEC and bilevel optimization problem and then survey the theory, algorithms, and software environments for solving the MPEC formulations.

Keywords: Bilevel optimization; Mathematical program with equilibrium constraints; Stationarity; Algorithms (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-52119-6_12

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DOI: 10.1007/978-3-030-52119-6_12

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