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An overview of bilevel optimization. (English) Zbl 1159.90483
Summary: This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed towards a general formulation. We then present fields of application, focus on solution approaches, and make the connection with MPECs (Mathematical Programs with Equilibrium Constraints).
MSC:
90C30Nonlinear programming
90C33Complementarity and equilibrium problems; variational inequalities (finite dimensions)
Software:
MacMPEC
References:
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