Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142248 | Operations Research Letters | 2015 | 6 Pages |
Abstract
We present a form of Farkas’ lemma for bilevel inequality systems and use it to obtain a complete characterization of global solutions of a class of bilevel polynomial programs with lower-level linear programs, where the objective functions of the upper-level polynomial programs are coercive. Consequently, we show that a sequence of optimal values of related semidefinite linear programs converges to the global optimal value of a bilevel polynomial program under suitable conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
V. Jeyakumar, G. Li,