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Volume 1, Issue 3, 31 December 2019, Pages 243-251
Abstract. In this paper, we study the relationship between bilevel programmes and polyhedral projection problems. Extending a well-known result by Fülöp, we show that solving a bilevel problem with polyhedral constraints is equivalent to optimise the upper level objective over certain facets of an associated polyhedral projection problem. Utilising this result, we show how solutions to such bilevel problems can be computed.
How to Cite this Article:
Andreas Löhne, Daniel Dörfler, Alexandra Rittmann, Benjamin Weißing, Solving bilevel problems with polyhedral constraint set, J. Appl. Numer. Optim. 1 (2019), 243-251.