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An overview of bilevel optimization

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Abstract

This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed towards a general formulation. We then present fields of application, focus on solution approaches, and make the connection with MPECs (Mathematical Programs with Equilibrium Constraints).

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Authors and Affiliations

  1. Department of Mathematics, The University of Namur, Namur, Belgium

    Benoît Colson

  2. Département d’Informatique et de Recherche Opérationnelle, Université de Montréal, Montréal, QC, Canada

    Patrice Marcotte

  3. Département de Mathématiques et de Génie Industriel, Ecole Polytechnique de Montréal, Montréal, QC, Canada

    Gilles Savard

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  1. Benoît Colson
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  2. Patrice Marcotte
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  3. Gilles Savard
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Correspondence to Benoît Colson.

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B. Colson now at SAMTECH s.a., Liège, Belgium.

This article is an updated version of a paper that appeared in 4OR 3, 87–107, 2005.

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Colson, B., Marcotte, P. & Savard, G. An overview of bilevel optimization. Ann Oper Res 153, 235–256 (2007). https://doi.org/10.1007/s10479-007-0176-2

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