Practical bilevel optimization : algorithms and applications
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Bibliographic Information
Practical bilevel optimization : algorithms and applications
（Nonconvex optimization and its applications, v. 30）
Kluwer Academic Publishers, c1998
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
The use of optimization techniques has become integral to the design and analysis of most industrial and socio-economic systems. Great strides have been made recently in the solution of large-scale problems arising in such areas as production planning, airline scheduling, government regulation, and engineering design, to name a few. Analysts have found, however, that standard mathematical programming models are often inadequate in these situations because more than a single objective function and a single decision maker are involved. Multiple objective programming deals with the extension of optimization techniques to account for several objective functions, while game theory deals with the inter-personal dynamics surrounding conflict. Bilevel programming, the focus of this book, is in a narrow sense the combination of the two. It addresses the problern in which two decision makers, each with their individual objectives, act and react in a noncooperative, sequential manner. The actions of one affect the choices and payoffs available to the other but neither player can completely dominate the other in the traditional sense.
Table of Contents
Preface. Part I: Mathematical Programming. 1. Introduction. 2. Linear Progrmaming. 3. Integer Programming. 4. Nonlinear Programming. Part II: Bilevel Programming. 5. Linear BLP: Continuous Variables. 6. Linear BLP: Discrete Variables. 7. Convex Bilevel Programming. 8. General Bilevel Programming. 9. Heuristics. Part III: Applications. 10. Transportation Network Design. 11. Production Planning. 12. Determining Price Support Levels for Biofuel Crops. References. Index.
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