A special three-level optimization problem

S. Dempe, O. Khamisov, Yu Kochetov

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

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 languageEnglish
Pages (from-to)519-531
Number of pages13
JournalJournal of Global Optimization
Volume76
Issue number3
DOIs
Publication statusPublished - 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

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