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A smoothing heuristic for a bilevel pricing problem

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  • Dussault, Jean-Pierre
  • Marcotte, Patrice
  • Roch, Sebastien
  • Savard, Gilles

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  • Dussault, Jean-Pierre & Marcotte, Patrice & Roch, Sebastien & Savard, Gilles, 2006. "A smoothing heuristic for a bilevel pricing problem," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1396-1413, November.
    • Handle: RePEc:eee:ejores:v:174:y:2006:i:3:p:1396-1413
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    References listed on IDEAS

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    1. Martine Labbé & Patrice Marcotte & Gilles Savard, 1998. "A Bilevel Model of Taxation and Its Application to Optimal Highway Pricing," Management Science, INFORMS, vol. 44(12-Part-1), pages 1608-1622, December.
    2. C. Audet & P. Hansen & B. Jaumard & G. Savard, 1997. "Links Between Linear Bilevel and Mixed 0–1 Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 93(2), pages 273-300, May.
    3. S. Dempe & J. F. Bard, 2001. "Bundle Trust-Region Algorithm for Bilinear Bilevel Programming," Journal of Optimization Theory and Applications, Springer, vol. 110(2), pages 265-288, August.
    4. Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
    5. Bard, Jonathan F. & Plummer, John & Claude Sourie, Jean, 2000. "A bilevel programming approach to determining tax credits for biofuel production," European Journal of Operational Research, Elsevier, vol. 120(1), pages 30-46, January.
    6. Stefan Scholtes & Michael Stöhr, 2001. "How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 851-863, November.
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    Cited by:

    1. Vyacheslav Kalashnikov & Gerardo Pérez & Nataliya Kalashnykova, 2010. "A linearization approach to solve the natural gas cash-out bilevel problem," Annals of Operations Research, Springer, vol. 181(1), pages 423-442, December.
    2. François Gilbert & Patrice Marcotte & Gilles Savard, 2015. "A Numerical Study of the Logit Network Pricing Problem," Transportation Science, INFORMS, vol. 49(3), pages 706-719, August.
    3. Thomas Kleinert & Martin Schmidt, 2021. "Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 198-215, January.

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