Abstract
The paper is concerned with linear bilevel problems. These nonconvex problems are known to be NP-complete. So, no theoretically efficient method for solving the global bilevel problem can be expected. In this paper we give a genericity analysis of linear bilevel problems and present a new algorithm for efficiently computing local minimizers. The method is based on the given structural analysis and combines ideas of the Simplex method with projected gradient steps.
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Manuscript received: September 2000/Final version received: December 2001
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Still, G. Linear bilevel problems: Genericity results and an efficient method for computing local minima. Mathematical Methods of OR 55, 383–400 (2002). https://doi.org/10.1007/s001860200189
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DOI: https://doi.org/10.1007/s001860200189