Bilevel Linear Programming, Multiobjective Programming, and Monotonic Reverse Convex Programming
The Bilevel Linear Programming problem and the problem of Linear Optimization over the Efficient Set are shown to be special forms of linear program with an additional reverse convex constraint having a monotonicity property. Exploiting this structure, one can convert the latter problem into a problem of much reduced dimension which can then be efficiently handled by d.c. programming decomposition methods.
KeywordsBilevel linear program optimization over the efficient set monotonic reverse convex program decomposition
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