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이중 수준 최적화 (리더-추종자)×비선형 계획법×
분야최적화최적화
계열Process / pipelineProcess / pipeline
기원 연도19982006
창시자Jonathan BardJorge Nocedal & Stephen Wright
유형Hierarchical mathematical programmingContinuous mathematical optimization
원전Bard, J. F. (1998). Practical Bilevel Optimization: Algorithms and Applications. Kluwer Academic Publishers. ISBN: 978-0-7923-5458-7Nocedal, J., & Wright, S. J. (2006). Numerical Optimization (2nd ed.). Springer. ISBN: 978-0-387-30303-1
별칭Stackelberg Optimization, Hierarchical Programming, Nested Optimization, İki Düzeyli OptimizasyonNLP optimization, Constrained nonlinear optimization, Smooth optimization, Doğrusal olmayan programlama
관련33
요약Bilevel 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.Nonlinear programming (NLP) is a branch of mathematical optimization concerned with problems in which the objective function or at least one constraint is nonlinear. Formalized comprehensively by Jorge Nocedal and Stephen Wright in their seminal 2006 text, NLP encompasses gradient-based algorithms — including sequential quadratic programming (SQP), interior-point methods, and quasi-Newton approaches — for finding locally or globally optimal solutions to continuous decision problems arising across engineering, economics, and the physical sciences.
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