Global optimality test for maximin solution of bilevel linear programming with ambiguous lower-level objective function.
Puchit SariddichainuntaMasahiro InuiguchiPublished in: Ann. Oper. Res. (2017)
Keyphrases
- lower level
- linear programming
- global optimality
- optimal solution
- optimality conditions
- objective function
- higher level
- nonlinear programming
- globally optimal
- low level
- upper level
- convex programming
- high level
- feasible solution
- bilevel programming
- linear program
- global optimization
- quadratic programming
- primal dual
- global optimum
- np hard
- lower bound
- global solution
- convex functions
- optimization problems
- stationary points
- multi objective
- cost function
- genetic algorithm
- metaheuristic
- theoretical guarantees
- global minimum
- constrained optimization
- mathematical programming
- semidefinite
- semidefinite programming
- discrete optimization
- dynamic programming
- upper bound
- search space
- knapsack problem