Content area

Abstract

Bilevel programming involves two optimization problems where the constraint region of the upper level problem is implicitly determined by another optimization problem. In this paper we focus on bilevel problems over polyhedra with upper level constraints involving lower level variables. On the one hand, under the uniqueness of the optimal solution of the lower level problem, we prove that the fact that the objective functions of both levels are quasiconcave characterizes the property of the existence of an extreme point of the polyhedron defined by the whole set of constraints which is an optimal solution of the bilevel problem. An example is used to show that this property is in general violated if the optimal solution of the lower level problem is not unique. On the other hand, if the lower level objective function is not quasiconcave but convex quadratic, assuming the optimistic approach we prove that the optimal solution is attained at an extreme point of an 'enlarged' polyhedron.[PUBLICATION ABSTRACT]

Details

Title
Bilevel problems over polyhedra with extreme point optimal solutions
Author
Calvete, Herminia I; Galé, Carmen; Dempe, Stephan; Lohse, Sebastian
Pages
573-586
Publication year
2012
Publication date
Jul 2012
Publisher
Springer Nature B.V.
ISSN
09255001
e-ISSN
15732916
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
1020042115
Copyright
Springer Science+Business Media, LLC. 2012