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Bilevel programming: a survey. (English) Zbl 1134.90482

Summary: This paper provides an introductory survey of a class of optimization problems known as bilevel programming. We motivate this class through a simple application, and then proceed with the general formulation of bilevel programs. We consider various cases (linear, linear-quadratic, nonlinear), describe their main properties and give an overview of solution approaches.

MSC:

90C29 Multi-objective and goal programming
90-02 Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
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