Pessimistic Bilevel Optimization
We study a variant of the pessimistic bilevel optimization problem, which comprises constraints that must be satisfied for any optimal solution of a subordinate (lower-level) optimization problem. We present conditions that guarantee the existence of optimal solutions in such a problem, and we chara...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Society for Industrial and Applied Mathematics
2013
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| Online Access: | http://hdl.handle.net/1721.1/79608 |