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The local and global searches in bilevel problems with a matrix game at the lower level

Авторы: Orlov A.V., Gruzdeva T.V.

Журнал: Lecture Notes in Computer Science, 18th Intern. Conf. on Mathematical Optimization Theory and Operations Research (MOTOR 2019; Ekaterinburg)

Том: 11548

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Год: 2019

Отчётный год: 2019

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Аннотация: This work addresses the simplest class of the bilevel optimization problems (BOPs) with equilibrium at the lower level. We study linear BOPs with a matrix game at the lower level in their optimistic statement. First, we transform this problem to a single-level nonconvex optimization problem with the help of the optimality conditions for the lower level problem. Then we apply the special Global Search Theory (GST) for general d.c. optimization problems to the reduced problem. Following this theory, the methods of local and global searches in this problem are constructed. These methods take into account the structure of the problem in question.

Индексируется WOS: 1

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