Journal of Global Optimization

, Volume 4, Issue 3, pp 243–263 | Cite as

A quasiconcave minimization method for solving linear two-level programs

  • Hoang Tuy
  • Athanasios Migdalas
  • Peter Värbrand
Article

Abstract

In this paper the linear two-level problem is considered. The problem is reformulated to an equivalent quasiconcave minimization problem, via a reverse convex transformation. A branch and bound algorithm is developed which takes the specific structure into account and combines an outer approximation technique with a subdivision procedure.

Key words

Linear two-level program global optimization Stackelberg game quasiconcave minimization branch and bound outer approximation subdivision procedure 

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Copyright information

© Kluwer Academic Publishers 1994

Authors and Affiliations

  • Hoang Tuy
    • 1
  • Athanasios Migdalas
    • 1
  • Peter Värbrand
    • 1
  1. 1.Department of MathematicsLinköping Institute of TechnologyLinköpingSweden

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