Is Pessimistic Bilevel Programming a Special Case of a Mathematical Program with Complementarity Constraints?
Didier AusselAnton SvenssonPublished in: J. Optim. Theory Appl. (2019)
Keyphrases
- mathematical program
- bilevel programming
- special case
- optimality conditions
- mathematical programming
- nonlinear programming
- convergence analysis
- convex programming
- linear constraints
- stationary points
- upper level
- search procedure
- approximation algorithms
- linear programming
- computational complexity
- objective function
- network flow
- lower level
- constrained optimization
- quadratic program
- cost function
- maximum margin