Bilevel Optimization
Bilevel optimization is a class of mathematical programming problems in which one optimization problem is nested inside another. The upper-level (leader) problem optimizes its objective subject to constraints that include the solution of a lower-level (follower) problem. Formalized comprehensively by Jonathan Bard in 1998, the framework models hierarchical decision-making where the leader anticipates and accounts for the rational response of the follower.
Source record
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
- Bard, J. F. (1998). Practical Bilevel Optimization: Algorithms and Applications. Kluwer Academic Publishers. · ISBN 978-0-7923-5458-7
- Colson, B., Marcotte, P., & Savard, G. (2007). An overview of bilevel optimization. Annals of Operations Research, 153(1), 235–256. · DOI 10.1007/s10479-007-0176-2
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Related methods
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