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Global Optimization of Bilevel Programming Problems via Parametric Programming

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Frontiers in Global Optimization

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 74))

Abstract

This paper presents a global optimization approach to a bilevel programming problem which refers to an optimization problem that is constrained by another problem. Using parametric programming techniques, the proposed approach transforms the bilevel problem into a family of single optimization problems, which can be solved to global optimality for linear-linear, linear-quadratic, quadratic-linear, and quadratic-quadratic bilevel models. Computational studies on several numerical examples are reported.

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Authors and Affiliations

  1. Centre for Process Systems Engineering Department of Chemical Engineering, Imperial College London, London, SW7 2AZ, UK

    Efstratios N. Pistikopoulos, Vivek Dua & Jun-hyung Ryu

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  1. Efstratios N. Pistikopoulos
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  2. Vivek Dua
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  3. Jun-hyung Ryu
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Editor information

Editors and Affiliations

  1. Princeton University, USA

    C. A. Floudas

  2. University of Florida, USA

    Panos Pardalos

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© 2004 Kluwer Academic Publishers

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Pistikopoulos, E.N., Dua, V., Ryu, Jh. (2004). Global Optimization of Bilevel Programming Problems via Parametric Programming. In: Floudas, C.A., Pardalos, P. (eds) Frontiers in Global Optimization. Nonconvex Optimization and Its Applications, vol 74. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0251-3_25

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  • DOI: https://doi.org/10.1007/978-1-4613-0251-3_25

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7961-4

  • Online ISBN: 978-1-4613-0251-3

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