Parametric global optimisation for bilevel programming

@article{Fasca2007ParametricGO,
  title={Parametric global optimisation for bilevel programming},
  author={Nuno P. Fa{\'i}sca and Vivek Dua and Berç Rustem and Pedro M. Saraiva and Efstratios N. Pistikopoulos},
  journal={J. Global Optimization},
  year={2007},
  volume={38},
  pages={609-623}
}
We propose a global optimisation approach for the solution of various classes of bilevel programming problems (BLPP) based on recently developed parametric programming algorithms. We first describe how we can recast and solve the inner (follower’s) problem of the bilevel formulation as a multi-parametric programming problem, with parameters being the (unknown) variables of the outer (leader’s) problem. By inserting the obtained rational reaction sets in the upper level problem the overall… CONTINUE READING