Solving Bilevel Programs with the KKT-Approach. Allende, G. B. & Still, G. Mathematical Programming, 138(1-2):309–332, April, 2013. 104 citations (Semantic Scholar/DOI) [2022-10-24]
Paper doi abstract bibtex 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.
@article{allende_solving_2013,
title = {Solving {Bilevel} {Programs} with the {KKT}-{Approach}},
volume = {138},
issn = {0025-5610, 1436-4646},
url = {http://link.springer.com/10.1007/s10107-012-0535-x},
doi = {10.1007/s10107-012-0535-x},
abstract = {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.},
language = {en},
number = {1-2},
urldate = {2022-10-24},
journal = {Mathematical Programming},
author = {Allende, Gemayqzel Bouza and Still, Georg},
month = apr,
year = {2013},
note = {104 citations (Semantic Scholar/DOI) [2022-10-24]},
pages = {309--332},
}
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