Mathematical Programs with Equilibrium Constraints and Nonlinear Bilevel Programming Problems

Abstract

This work is concerned with two classes of hierarchical optimization problems: mathematical programs with equilibrium constraints and nonlinear bilevel programming problems. Both classes involve two levels of optimization: mathematical programs with equilibrium constraints typically have a constraint in the form of a variational inequality while bilevel programming problems involve two programs, the solution of one of them being part of the constraints of the other. We are more particularly interested in methods and algorithms that have been proposed to solve problems of the two aforementioned classes. The last part of this work is devoted to some applications in road traffic modelling.

Date of Award	1999
Original language	English
Supervisor	Philippe TOINT (Supervisor)