Numerical solution of a class of bilevel programming problems |
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| Authors: | A. S. Strekalovsky A. V. Orlov A. V. Malyshev |
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| Affiliation: | 1. Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia
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| Abstract: | A quadratic-linear bilevel programming problem is considered. Its optimistic statement is reduced to a series of nonconvex unilevel problems. An approximate algorithm for global search in reduced problems is proposed. Numerical solutions of randomly generated test problems are given and analyzed. |
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