Electronic Resource
Springer
Journal of optimization theory and applications
98 (1998), S. 613-622
ISSN:
1573-2878
Keywords:
Bilevel programming
;
quasiconcave functions
;
optimal solutions
;
fractional programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Bilevel programming involves two optimization problems where the constraint region of the first-level problem is implicitly determined by another optimization problem. In this paper, we consider the case in which both objective functions are quasiconcave and the constraint region common to both levels is a polyhedron. First, it is proved that this problem is equivalent to minimizing a quasiconcave function over a feasible region comprised of connected faces of the polyhedron. Consequently, there is an extreme point of the polyhedron that solves the problem. Finally, it is shown that this model includes the most important case where the objective functions are ratios of concave and convex functions
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022624029539
Permalink
| Library |
Location |
Call Number |
Volume/Issue/Year |
Availability |
