An overview of bilevel optimization |
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| Authors: | Benoît Colson Patrice Marcotte Gilles Savard |
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| Affiliation: | (1) Department of Mathematics, The University of Namur, Namur, Belgium;(2) Département d’Informatique et de Recherche Opérationnelle, Université de Montréal, Montréal, QC, Canada;(3) Département de Mathématiques et de Génie Industriel, Ecole Polytechnique de Montréal, Montréal, QC, Canada |
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| Abstract: | This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed towards a general formulation. We then present fields of application, focus on solution approaches, and make the connection with MPECs (Mathematical Programs with Equilibrium Constraints). B. Colson now at SAMTECH s.a., Liège, Belgium. This article is an updated version of a paper that appeared in 4OR 3, 87–107, 2005. |
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| Keywords: | Bilevel programming Mathematical programs with equilibrium constraints Nonlinear programming Optimal pricing |
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