Algorithm of global search for guaranteed solutions to quadratic-linear bilevel problem and its testing

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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

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