Discrete Bilevel Optimization Problems
نویسنده
چکیده
Bilevel programming problems are hierarchical optimization problems in which the feasible set is determined by the set of optimal solutions of a second, parametric optimization problem. In this paper we consider problems where this second problem is a discrete one. We start with addressing the problem of the existence of optimal solutions. Then, an algorithm is proposed solving these problems. This method uses a cutting plane approach for approximating the feasible set of the discrete lower level problem. The paper is closed with some remarks concerning the computation of bounds for the optimal function value of the discrete bilevel programming problem.
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