Derivative evaluation and computational experience with large bilevel mathematical programs
type: Item
instance of: scholarly article
title: Derivative evaluation and computational experience with large bilevel mathematical programs
zbMATH Open document ID: 0676.90101
DOI: 10.1007/BF00939562
author: Leon Lasdon
author: Charles D. Kolstad
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 91B99
Mathematics Subject Classification ID: 90C31
zbMATH DE Number: 4108542
zbMATH Keywords: bilevel programming
zbMATH Keywords: economic planning
zbMATH Keywords: hierarchical decision-making
zbMATH Keywords: multilevel programming
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: implicit function
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4108542