The test problem generation for quadratic-linear pessimistic bilevel optimization
A.V. Orlov1, A.V. Malyshev2
1Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, Lermontov str., 134, 664033, Irkutsk, Russia
2Luxand, Inc., 901 N. Pitt str. Suite 325 Alexandria, VA 22314 USA
Keywords: генерация тестовых задач, двухуровневая оптимизация, гарантированное (пессимистическое) решение, задачи-ядра, test problem generation, bilevel optimization, guaranteed (pessimistic) solution, kernel problems
Abstract
The generation method of quadratic-linear bilevel optimization test problems in a pessimistic formulation is proposed and justified. The propositions about the exact form and the number of local and global pessimistic solutions in generated problems are proved.
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