Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

Terry Lee Friesz; Roger L. Tobin; Hsun Jung Cho; Nihal J. Mehta

doi:10.1007/BF01582259

Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

Terry Lee Friesz, Roger L. Tobin, Hsun Jung Cho, Nihal J. Mehta

Research output: Contribution to journal › Article › peer-review

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Abstract

In this paper we consider heuristic algorithms for a special case of the generalized bilevel mathematical programming problem in which one of the levels is represented as a variational inequality problem. Such problems arise in network design and economic planning. We obtain derivative information needed to implement these algorithms for such bilevel problems from the theory of sensitivity analysis for variational inequalities. We provide computational results for several numerical examples.

Original language	English (US)
Pages (from-to)	265-284
Number of pages	20
Journal	Mathematical Programming
Volume	48
Issue number	1-3
DOIs	https://doi.org/10.1007/BF01582259
State	Published - Mar 1 1990

All Science Journal Classification (ASJC) codes

Software
General Mathematics

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10.1007/BF01582259

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title = "Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints",

abstract = "In this paper we consider heuristic algorithms for a special case of the generalized bilevel mathematical programming problem in which one of the levels is represented as a variational inequality problem. Such problems arise in network design and economic planning. We obtain derivative information needed to implement these algorithms for such bilevel problems from the theory of sensitivity analysis for variational inequalities. We provide computational results for several numerical examples.",

author = "Friesz, {Terry Lee} and Tobin, {Roger L.} and Cho, {Hsun Jung} and Mehta, {Nihal J.}",

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AU - Tobin, Roger L.

AU - Cho, Hsun Jung

AU - Mehta, Nihal J.

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Y1 - 1990/3/1

N2 - In this paper we consider heuristic algorithms for a special case of the generalized bilevel mathematical programming problem in which one of the levels is represented as a variational inequality problem. Such problems arise in network design and economic planning. We obtain derivative information needed to implement these algorithms for such bilevel problems from the theory of sensitivity analysis for variational inequalities. We provide computational results for several numerical examples.

AB - In this paper we consider heuristic algorithms for a special case of the generalized bilevel mathematical programming problem in which one of the levels is represented as a variational inequality problem. Such problems arise in network design and economic planning. We obtain derivative information needed to implement these algorithms for such bilevel problems from the theory of sensitivity analysis for variational inequalities. We provide computational results for several numerical examples.

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IS - 1-3

ER -

Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

Abstract

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