Some Results on Constraint Activity and Parameter Sensitivity in Bilevel Models of Optimal Design
نویسندگان
چکیده
Bilevel problems are general models that arise in game-theoretic and decomposition related applications in engineering design. The principal difficulty in solving the bilevel models is that the lower level model is parametrically deformed and the resulting deformed solution is implicitly used by the upper level model. The effects of this parametric deformation are not always obvious. In this paper, this parametric model deformation is studied in the context of (i) two-level monotonicity analysis for constraint activity deduction, and (ii) the computation of sensitivities to data perturbations. The results and the examples show that while a general bilevel model can exhibit complex singularities, such a model is much easier to solve if the monotonicity information is available explicitly.
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