Mathematical Programming

, Volume 48, Issue 1, pp 265–284

Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

  • Terry L. Friesz
  • Roger L. Tobin
  • Hsun-Jung Cho
  • Nihal J. Mehta
Article

DOI: 10.1007/BF01582259

Cite this article as:
Friesz, T.L., Tobin, R.L., Cho, HJ. et al. Mathematical Programming (1990) 48: 265. doi:10.1007/BF01582259

Abstract

In this paper we consider heuristic algorithms for a special case of the generalized bilevel mathematical programming problem in which one of the levels is represented as a variational inequality problem. Such problems arise in network design and economic planning. We obtain derivative information needed to implement these algorithms for such bilevel problems from the theory of sensitivity analysis for variational inequalities. We provide computational results for several numerical examples.

Key words

Bi-level programming variational inequalities sensitivity analysis nonsmooth optimization heuristics 

Copyright information

© The Mathematical Programming Society, Inc. 1990

Authors and Affiliations

  • Terry L. Friesz
    • 1
  • Roger L. Tobin
    • 2
  • Hsun-Jung Cho
    • 3
  • Nihal J. Mehta
    • 3
  1. 1.George Mason UniversityFairfaxUSA
  2. 2.GTE Laboratories IncorporatedWalthamUSA
  3. 3.University of PennsylvaniaPhiladelphiaUSA

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