Abstract
A special linear, three-level optimization problem is considered where the reaction of the third-level decision maker influences the objective functions of both decision makers on the first and the second level via its optimal objective function value. For this problem, existence of an optimal solution as well as its computation are investigated.
Original language | English |
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Pages (from-to) | 519-531 |
Number of pages | 13 |
Journal | Journal of Global Optimization |
Volume | 76 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Mar 2020 |
Keywords
- Bilevel optimization
- Hierarchical optimization
- Necessary optimality conditions
- Solution algorithms
- Three-level optimization
OECD FOS+WOS
- 5.02.PE OPERATIONS RESEARCH & MANAGEMENT SCIENCE
- 1.01.PN MATHEMATICS, APPLIED