Sensitivity analysis in bilevel linear programming (Q2721844)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sensitivity analysis in bilevel linear programming |
scientific article; zbMATH DE number 1616889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis in bilevel linear programming |
scientific article; zbMATH DE number 1616889 |
Statements
11 July 2001
0 references
sensitivity analysis
0 references
bilevel linear programming
0 references
0.93637085
0 references
0.92970794
0 references
0.9249922
0 references
0.9192187
0 references
0.9122886
0 references
0.9111626
0 references
0.9086126
0 references
0.90702295
0 references
Sensitivity analysis in bilevel linear programming (English)
0 references
The paper deals with a necessary and sufficient optimality condition for an optimal solution to a bilevel linear programming problem and its equivalent expression in nonconvex quadratic programming. The necessary and sufficient conditions are proposed to guarantee that the current optimal solution or the corresponding basis remains optimal when the parameters vary. An algorithm is also proposed to determine the set of the parameters, which leaves the current optimal solution optimal or \(\varepsilon\)-optimal. The paper is addressed to researches working in the area of sensitivity analysis.
0 references
