Multicriteria Approach to Bilevel Optimization

被引:0
作者
J. Fliege
L. N. Vicente
机构
[1] University of Birmingham,School of Mathematics
[2] Universidade de Coimbra,Departamento de Matemática
来源
Journal of Optimization Theory and Applications | 2006年 / 131卷
关键词
Bilevel optimization; multicriteria optimization;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we study the relationship between bilevel optimization and multicriteria optimization. Given a bilevel optimization problem, we introduce an order relation such that the optimal solutions of the bilevel problem are the nondominated points with respect to the order relation. In the case where the lower-level problem of the bilevel optimization problem is convex and continuously differentiable in the lower-level variables, this order relation is equivalent to a second, more tractable order relation.
引用
收藏
页码:209 / 225
页数:16
相关论文
共 17 条
  • [1] Bard J.(1984)Optimality Conditions for the Bilevel Programming Problem Naval Research Logistics Quarterly 31 13-26
  • [2] Ünlü G.(1987)A Linear Bilevel Programming Algorithm Based on Bicriteria Programming Computers and Operations Research 14 173-179
  • [3] Candler W.(1988)A Linear Bilevel Programming Algorithm: A Comment Computers and Operations Research 15 297-298
  • [4] Clarke P.(1988)A Note on the Optimality Conditions for the Bilevel Programming Problem Naval Research Logistics 35 413-418
  • [5] Westerberg A.(1990)A Note on an Efficient Point Algorithm for a Linear Two-Stage Optimization Problem Operations Research 38 553-555
  • [6] Haurie A.(1988)A Note on a Bilevel Programming Algorithm by LeBlanc and Boyce Transportation Research 22 B 233-237
  • [7] Savard G.(1989)A Note on a Linear Bilevel Programming Algorithm Based on Bicriteria Programming Computers and Operations Research 16 79-83
  • [8] White D.(1991)A Note on the Pareto Optimality of Solutions to the Linear Bilevel Programming Problem Computers and Operations Research 18 355-359
  • [9] Marcotte P.(2004)Gap-Free Computation of Pareto-Points by Quadratic Scalarizations Mathematical Methods of Operations Research 54 69-89
  • [10] Wen U.(1988)Weighting Factor Results in Vector Optimization Journal of Optimization Theory and Applications 58 411-430