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Dempe S. — Foundational of Bilevel Programming
Dempe S. — Foundational of Bilevel Programming

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Название: Foundational of Bilevel Programming

Автор: Dempe S.

Аннотация:

The central topic of this monograph arc bilcvel programming problems - problems whose first formulation dates back to 1934 when they have been formulated by H.v. Stackelberg in a monograph on market economy. One special type of bilevel programming problems, called Stackelberg games, has been considered over the years within economic game theory.


Язык: en

Рубрика: Computer science/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2002

Количество страниц: 317

Добавлена в каталог: 26.03.2014

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
$\varepsilon$-optimal solution set mapping      88
Algorithm, bundle algorithm      203—204
Algorithm, bundle algorithm nonconvex case      207
Algorithm, cutting plane algorithm      262
Algorithm, descent algorithm      194 198
Algorithm, discrete bilevel problem      263
Algorithm, method for approximation of a computed solution      220
Algorithm, prototype descent algorithm      235
Algorithm, trust region algorithm      211
Assumption, (C)      65
Assumption, (CG)      224
Assumption, (FRR)      83
Assumption, (LIN)      83
Assumption, (MFCQ)      63
Assumption, (PLICQ)      147
Assumption, (SCR)      83
Assumption, (SSOC)      66
Bouligand differentiable      74
Chemical equilibrium      11
Chvatal — Gomory cut      260
Clarke regular      90
Condition (C1)      78
Condition (C2)      78
Condition (PFC)      144
Constraint qualification, calmness      185
Constraint qualification, constant rank constraint qualification (CRCQ)      77
Constraint qualification, linear independence constraint qualification      83 153
Constraint qualification, Mangasarian — Fromowitz constraint qualification      63 152
Constraint qualification, nonsmooth linear independence constraint qualification      155
Constraint qualification, nonsmooth Mangasarian — Fromowitz constraint qualification      155
Constraint qualification, partial calmness      157
Constraint qualification, strict Mangasarian — Fromowitz constraint qualification      152
Contingent cone      71
Derivative, Clarke directional derivative      90
Derivative, lower Dini directional derivative      89 133
Derivative, upper Dini directional derivative      89 133
Dual cone      137
Function, $GPC^{1}$-function      159
Function, $PC^{1}$-function      71
Function, distance function      64
Function, exact penalty function      209
Function, Fischer — Burmeister function      215
Function, generalized $PC^{1}$-function      159
Function, Lagrangian function      63
Function, locally Lipschitz continuous      68
Function, locally upper Lipschitz continuous      68
Function, lower semicontinuous      64
Function, optimal value function      62
Function, penalty function      209
Function, perturbed Fischer — Burmeister function      215
Function, pseudodifferentiable      74
Function, radial-continuous function      160
Function, radial-directional differentiable function      160
Function, semi-Lipschitz continuous function      231
Function, semismooth function      73
Function, upper semicontinuous      64
Generalized gradient      72
Generalized Jacobian      73
Lagrange multiplier      63
Lower optimal solutions      126
Mapping, feasible set mapping      63
Mapping, Lipschitz continuous      65
Mapping, lower semicontinuous      64
Mapping, point-to-set mapping      1
Mapping, polyhedral point-to-set mapping      24
Mapping, pseudo Lipschitz continuous point-to-set mapping      96
Mapping, solution set mapping      62
Mapping, upper Lipschitz continuous      65
Mapping, upper semicontinuous      64
Minimizing sequence      219
Nondegenerate inequality      142
Optimality condition, strong sufficient optimality condition of second order      66
Optimality, global optimal solution      123
Optimality, global optimistic solution      124
Optimality, global pessimistic solution      125
Optimality, local optimal solution      123
Optimality, local optimistic solution      40 124
Optimality, local pessimistic solution      125
Optimality, optimistic solution      123
Point, Bouligand stationary point      134
Point, Clarke stationary point      134
Point, pseudo stationary point      134
Polyhedral cone      135
Problem, bicriteria optimization problem      2
Problem, bilevel programming problem      2
Problem, Cournot — Nash equilibrium problem      9
Problem, decomposition approach      2
Problem, directional derivative optimal solution      79
Problem, dual optimization problem      3
Problem, follower's problem      1 121
Problem, improper optimization problem      3
Problem, leader's problem      2 121
Problem, lower level problem      1 121
Problem, Mathematical Program with Equilibrium Constraints      3
Problem, minimax problem      2
Problem, optimistic bilevel problem      29 124
Problem, pessimistic bilevel problem      29 125
Problem, principal-agency problem      9
Problem, reachable multiplier computation      79
Problem, strong bilevel problem      29
Problem, upper level problem      121
Problem, weak bilevel problem      29
Problem, well-posed      219
Pseudodifferential      75
Radial subdifferential      164
Radial subgradient      163
Region of stability      260
Region of stability linear problem      40
Regular complementarity system      178
Regular value      149
Regularity, generalized Slater's condition      39
Regularity, upper level regularity assumption      129
Selection function, strongly active      73
Set of stationary solutions      63
Set, locally bounded set      91
Set, polyhedral set      24
Solution, local optimal solution      136
Solution, optimistic optimal solution      29
Solution, pessimistic optimal solution      29
Stackelberg game      8
System of Karush — Kuhn — Tucker conditions      64
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