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Zbl 1159.90483
Colson, Beno{\^\i}t; Marcotte, Patrice; Savard, Gilles
An overview of bilevel optimization. (English)
[J] Ann. Oper. Res. 153, 235-256 (2007). ISSN 0254-5330; ISSN 1572-9338/e

Summary: 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).
MSC 2000:
*90C30 Nonlinear programming
90C33 Complementarity problems

Keywords: bilevel programming; mathematical programs with equilibrium constraints; nonlinear programming; optimal pricing

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