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Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints
 Terry L. Friesz,
 Roger L. Tobin,
 HsunJung Cho,
 Nihal J. Mehta
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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.
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 Title
 Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints
 Journal

Mathematical Programming
Volume 48, Issue 13 , pp 265284
 Cover Date
 19900301
 DOI
 10.1007/BF01582259
 Print ISSN
 00255610
 Online ISSN
 14364646
 Publisher
 SpringerVerlag
 Additional Links
 Topics
 Keywords

 Bilevel programming
 variational inequalities
 sensitivity analysis
 nonsmooth optimization
 heuristics
 Industry Sectors
 Authors

 Terry L. Friesz ^{(1)}
 Roger L. Tobin ^{(2)}
 HsunJung Cho ^{(3)}
 Nihal J. Mehta ^{(3)}
 Author Affiliations

 1. George Mason University, 22030, Fairfax, VA, USA
 2. GTE Laboratories Incorporated, 02254, Waltham, MA, USA
 3. University of Pennsylvania, 19104, Philadelphia, PA, USA