Abstract
Bilevel programming problems are of growing interest both from theoretical and practical points of view. In this paper, we study a pessimistic bilevel programming problem in which the set of solutions of the lower level problem is discrete. We first transform such a problem into a single-level optimization problem by using the maximum-entropy techniques. We then present a maximum entropy approach for solving the pessimistic bilevel programming problem. Finally, two examples illustrate the feasibility of the proposed approach.
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Foundation item: Supported by the National Natural Science Foundation of China (11501233), the Key Project of Anhui Province University Excellent Youth Support Plan ( gxyqZD2016102)
Biography: ZHENG Yue, male, Associate professor, research direction: optimization theory and application.
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Zheng, Y., Zhuo, X. & Chen, J. Maximum entropy approach for solving pessimistic bilevel programming problems. Wuhan Univ. J. Nat. Sci. 22, 63–67 (2017). https://doi.org/10.1007/s11859-017-1217-6
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DOI: https://doi.org/10.1007/s11859-017-1217-6