### 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 language | English (US) |
---|---|

Pages (from-to) | 265-284 |

Number of pages | 20 |

Journal | Mathematical Programming |

Volume | 48 |

Issue number | 1-3 |

DOIs | |

State | Published - Mar 1 1990 |

### Fingerprint

### All Science Journal Classification (ASJC) codes

- Software
- Mathematics(all)

### Cite this

*Mathematical Programming*,

*48*(1-3), 265-284. https://doi.org/10.1007/BF01582259

}

*Mathematical Programming*, vol. 48, no. 1-3, pp. 265-284. https://doi.org/10.1007/BF01582259

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

Research output: Contribution to journal › Article

TY - JOUR

T1 - Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints

AU - Friesz, Terry Lee

AU - Tobin, Roger L.

AU - Cho, Hsun Jung

AU - Mehta, Nihal J.

PY - 1990/3/1

Y1 - 1990/3/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0000791350&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0000791350&partnerID=8YFLogxK

U2 - 10.1007/BF01582259

DO - 10.1007/BF01582259

M3 - Article

AN - SCOPUS:0000791350

VL - 48

SP - 265

EP - 284

JO - Mathematical Programming

JF - Mathematical Programming

SN - 0025-5610

IS - 1-3

ER -