An explicit solution to the multi-level programming problem

@article{Bard1982AnES,
title={An explicit solution to the multi-level programming problem},
author={Jonathan F. Bard and James E. Falk},
journal={Computers & OR},
year={1982},
volume={9},
pages={77-100}
}

The multi-level programming problem is defined as an n-person nonzero-sum game with perfect information in which the players move sequentially. The bi-level linear case is addressed in detail. Solutions are obtained by recasting this problem as a standard mathematical probram and appealing to its implicitly separable structure. The reformulated optimization problem is linear save for a ~omplementarity constraint of the form (a g) = 0. This constraint is decomposed in a manner that permits us toâ€¦Â CONTINUE READING