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 journalArticle

130 Citations (Scopus)

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 languageEnglish (US)
Pages (from-to)265-284
Number of pages20
JournalMathematical Programming
Volume48
Issue number1-3
DOIs
StatePublished - Mar 1 1990

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Mathematical programming
Heuristic algorithms
Inequality Constraints
Heuristic algorithm
Variational Inequalities
Sensitivity analysis
Sensitivity Analysis
Derivatives
Planning
Economics
Bilevel Programming
Variational Inequality Problem
Network Design
Mathematical Programming
Computational Results
Derivative
Numerical Examples
Inequality constraints
Variational inequalities
Economic planning

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

Cite this

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Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints. / Friesz, Terry Lee; Tobin, Roger L.; Cho, Hsun Jung; Mehta, Nihal J.

In: Mathematical Programming, Vol. 48, No. 1-3, 01.03.1990, p. 265-284.

Research output: Contribution to journalArticle

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