Solving linear fractional bilevel programs |
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Authors: | Herminia I. Calvete,Carmen Galé |
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Abstract: | In this paper, we prove that an optimal solution to the linear fractional bilevel programming problem occurs at a boundary feasible extreme point. Hence, the Kth-best algorithm can be proposed to solve the problem. This property also applies to quasiconcave bilevel problems provided that the first level objective function is explicitly quasimonotonic. |
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Keywords: | Bilevel Fractional Quasiconcave Quasiconvex Kth-best |
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