Derivative evaluation and computational experience with large bilevel mathematical programs (Q1123142)
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scientific article; zbMATH DE number 4108542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative evaluation and computational experience with large bilevel mathematical programs |
scientific article; zbMATH DE number 4108542 |
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Derivative evaluation and computational experience with large bilevel mathematical programs (English)
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1990
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A bilevel program is a mathematical program involving functions defined implicitly as solutions to another mathematical program. We discuss a method for extracting derivative information on the implicit function, which is especially efficient when the lower-level problem has simple bounds on the variables and/or many inactive constraints. Computational experience on problems with up to 230 variables and 30 constraints is presented.
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bilevel programming
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economic planning
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hierarchical decision-making
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multilevel programming
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sensitivity analysis
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implicit function
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