Foundations of Bilevel Programming

Language: English

Published by Springer, Springer Dez 2010, 2010

1441952209 / 9781441952202

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This item is printed on demand - Print on Demand Titel. Neuware -Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed. Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 320 pp. Englisch.…

Seller Inventory # 9781441952202

Title
Foundations of Bilevel Programming
Author
Stephan Dempe
Publisher
Springer, Springer Dez 2010
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1441952209
ISBN 13
9781441952202
Item weight
487 grams
Dimensions
235x155x18 mm

buchversandmimpf2000

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