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Bilevel programs with extremal value function: global optimality
Author(s) -
Abdelmalek Aboussoror,
Hicham Babahadda,
Abdelatif Mansouri
Publication year - 2005
Publication title -
international journal of mathematics and mathematical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 39
eISSN - 1687-0425
pISSN - 0161-1712
DOI - 10.1155/ijmms.2005.419
Subject(s) - function (biology) , regular polygon , mathematics , value (mathematics) , maximization , bilevel optimization , bellman equation , resolution (logic) , set (abstract data type) , mathematical optimization , convex optimization , convex function , combinatorics , algorithm , computer science , optimization problem , statistics , artificial intelligence , geometry , evolutionary biology , biology , programming language
For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to a max-min problem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition gives the possibility of a resolution via a maximization problem of a polyhedral convex function over a convex set. Finally, this case is completed by an algorithm

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