Foundations of Bilevel Programming (Nonconvex Optimization and Its Applications)
Dempe, Stephan
ISBN 10: 1441952209 ISBN 13: 9781441952202
Edité par Springer, 2010
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Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed.
Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful.
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Titre : Foundations of Bilevel Programming (...
Éditeur : Springer
Date d'édition : 2010
Reliure : Couverture souple
Etat : New
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Foundations of Bilevel Programming
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level pro. N° de réf. du vendeur 4175546
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Taschenbuch. Etat : Neu. Foundations of Bilevel Programming | Stephan Dempe | Taschenbuch | viii | Englisch | 2010 | Springer US | EAN 9781441952202 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 107251813
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Foundations of Bilevel Programming (Nonconvex Optimization and Its Applications)
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Foundations of Bilevel Programming
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Springer US, Springer US Dez 2010, 2010
ISBN 10 : 1441952209
ISBN 13 : 9781441952202
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Taschenbuch. Etat : Neu. Neuware -Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed. Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 320 pp. Englisch. N° de réf. du vendeur 9781441952202
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Foundations of Bilevel Programming
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Springer US, Chapman And Hall/CRC Dez 2010, 2010
ISBN 10 : 1441952209
ISBN 13 : 9781441952202
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed. Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful. 320 pp. Englisch. N° de réf. du vendeur 9781441952202
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Foundations of Bilevel Programming
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Springer US, Springer US, 2010
ISBN 10 : 1441952209
ISBN 13 : 9781441952202
Neuf
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed. Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful. N° de réf. du vendeur 9781441952202
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