Journal of Global Optimization

, Volume 3, Issue 1, pp 1–23 | Cite as

A global optimization approach for the linear two-level program

  • Hoang Tuy
  • Athanasios Migdalas
  • Peter Värbrand
Article

Abstract

Linear two-level programming deals with optimization problems in which the constraint region is implicity determined by another optimization problem. Mathematical programs of this type arise in connection with policy problems to which the Stackelberg leader-follower game is applicable. In this paper, the linear two-level programming problem is restated as a global optimization problem and a new solution method based on this approach is developed. The most important feature of this new method is that it attempts to take full advantage of the structure in the constraints using some recent global optimization techniques. A small example is solved in order to illustrate the approach.

Key words

Linear two-level program global optimization Stackelberg game reverse convex constraint programming polyhedral annexation method 

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Copyright information

© Kluwer Academic Publishers 1993

Authors and Affiliations

  • Hoang Tuy
    • 1
  • Athanasios Migdalas
    • 2
  • Peter Värbrand
    • 2
  1. 1.Institute of MathematicsBoHo, HanoiVietnam
  2. 2.Department of MathematicsLinköping Institute of TechnologyLinköpingSweden

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