Optimality Conditions for the Linear Fractional/quadratic Bilevel Problem
نویسندگان
چکیده
Bilevel programs are optimization problems which have a subset of their variables constrained to be an optimal solution of another problem parameterized by the remaining variables. They have been applied to decentralized planning problems involving a decision process with a hierarchical structure. This paper considers the linear fractional/quadratic bilevel programming (LFQBP) problem, in which the first level objective function is linear fractional, the second level objective function is quadratic and the common constraint region is a polyhedron. For this problem, optimality conditions are derived based on Karush-Kuhn-Tucker conditions and duality theory.
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