Bilevel programming, a tool for modeling decentralized decisions, consists of the objective of the leader at its 1rst level and that of the follower at the second level. Bilevel programming has been proved to be NP-hard problem. Numerous algorithms have been developed so far for solving bilevel programming problem. In this paper, an attempt has been made to develop an e6cient approach based on ...

Market clearing in restructured power systems is mostly implemented through an offer-based setting with the goal of maximizing social welfare. This approach leads to sound results from an economic viewpoint when generation offers reflect true production costs. However, offers may significantly differ from actual costs in practice, thus yielding undesired distortion. Under a marginal pricing sch...

In this paper, we investigate the application of feasible direction method for an optimistic nonlinear bilevel programming problem. The convex lower level problem of an optimistic nonlinear bilevel programming problem is replaced by relaxed KKT conditions. The feasible direction method developed by Topkis and Veinott [22] is applied to the auxiliary problem to get a Bouligand stationary point f...

Abstract We study linear bilevel programming problems, where (some of) the leader and follower variables are restricted to be integer. A discussion on relationships between optimistic pessimistic setting is presented, providing necessary sufficient conditions for them equivalent. new class of inequalities, optimality cuts, introduced. They used derive a single-level non-compact reformulation pr...

This paper proposes a new methodology for solving the interval bilevel linear programming problem in which all coefficients of both objective functions and constraints are considered as interval numbers. In order to keep as much uncertainty of the original constraint region as possible, the original problem is first converted into an interval bilevel programming problem with interval coefficien...

In this paper we consider bilevel programming problems in which the lower level problem is not assumed to have unique optimal solutions for all values of the parameter. Using common approaches to treat such problems, a generally discontinuous function is to be minimized. This leads to the deenition of a new class of functions, so-called generalized PC 1-functions which are composed by a nite nu...

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...