Algorithm of global search for guaranteed solutions to quadratic-linear bilevel problem and its testing
Автор: Malyshev Anton Valentinovich
Журнал: Вестник Бурятского государственного университета. Философия @vestnik-bsu
Рубрика: Управляемые системы и методы оптимизации
Статья в выпуске: 9, 2012 года.
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A quadratic-linear bilevel optimization problem with guaranteed (pessimistic) solution is considered. Using its reduction to a series of nonconvex optimization problems global and local search algorithms are proposed. The results of computational solving randomly generated test problems are given and analyzed.
Bilevel optimization problems, guaranteed solution, local and global search, generating test problems, computational simulation
Короткий адрес: https://sciup.org/148181260
IDR: 148181260