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Bilevel convex programming models |
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| Abstract: | Bilevel convex models are studied after being cast into a parametric programming form. This form has a lexicographic inner-outer structure where the optimal value of the outer model is optimized on the set of optimal solutions of the inner model. Optimal solutions are characterized using a Lagrangian saddle-point approach and a marginal value formula is given for the outer model. These are used to formulate a general method for finding an optimal solution by input optimization. |
| Keywords: | parameter bilevel convex programmes global and local optimum saddle point lower semicontinuity optimal value function marginal value formula |