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Test problem generation for quadratic-linear pessimistic bilevel optimization

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Abstract

A generation method of quadratic-linear bilevel optimization test problems in a pessimistic formulation is proposed and justified. Propositions about the exact form and the number of local and global pessimistic solutions in generated problems are proved.

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Authors and Affiliations

  1. Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia

    A. V. Orlov

  2. Luxand, Inc., 901 N. Pitt str. Suite 325, Alexandria, VA, 22314, USA

    A. V. Malyshev

Authors
  1. A. V. Orlov
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  2. A. V. Malyshev
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Correspondence to A. V. Orlov.

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Original Russian Text © A.V. Orlov, A.V. Malyshev, 2014, published in Sibirskii Zhurnal Vychislitel’noi Matematiki, 2014, Vol. 17, No. 3, pp. 245–257.

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Orlov, A.V., Malyshev, A.V. Test problem generation for quadratic-linear pessimistic bilevel optimization. Numer. Analys. Appl. 7, 204–214 (2014). https://doi.org/10.1134/S1995423914030033

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