Solving bilevel programs with the KKT-approach
Bilevel programs (BL) form a special class of optimization problems. They appear in many models in economics, game theory and mathematical physics. BL programs show a more complicated structure than standard finite problems. We study the so-called KKT-approach for solving bilevel problems, where the lower level minimality condition is replaced by the KKT- or the FJ-condition. This leads to a special structured mathematical program with complementarity constraints. We analyze the KKT-approach from a generic viewpoint and reveal the advantages and possible drawbacks of this approach for solving BL problems numerically.
- Solving bilevel programs with the KKT-approach
- Open Access
- Available under Open Access This content is freely available online to anyone, anywhere at any time.
Volume 138, Issue 1-2 , pp 309-332
- Cover Date
- Print ISSN
- Online ISSN
- Additional Links
- Bilevel problems
- Mathematical programs with complementarity constraints
- Critical points
- Industry Sectors