Practical Bilevel Optimization

Practical Bilevel Optimization : Algorithms and Applications

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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.
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Product details

  • Hardback | 476 pages
  • 162.6 x 238.8 x 33mm | 816.48g
  • Dordrecht, Netherlands
  • English
  • 1999 ed.
  • XII, 476 p.
  • 0792354583
  • 9780792354581

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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