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An overview of bilevel optimization

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  • Benoît Colson
  • Patrice Marcotte
  • Gilles Savard

Abstract

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). Copyright Springer Science+Business Media, LLC 2007

Suggested Citation

  • Benoît Colson & Patrice Marcotte & Gilles Savard, 2007. "An overview of bilevel optimization," Annals of Operations Research, Springer, vol. 153(1), pages 235-256, September.
  • Handle: RePEc:spr:annopr:v:153:y:2007:i:1:p:235-256:10.1007/s10479-007-0176-2
    DOI: 10.1007/s10479-007-0176-2
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    References listed on IDEAS

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