Abstract
In this paper the linear two-level problem is considered. The problem is reformulated to an equivalent quasiconcave minimization problem, via a reverse convex transformation. A branch and bound algorithm is developed which takes the specific structure into account and combines an outer approximation technique with a subdivision procedure.
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Tuy, H., Migdalas, A. & Värbrand, P. A quasiconcave minimization method for solving linear two-level programs. J Glob Optim 4, 243–263 (1994). https://doi.org/10.1007/BF01098360
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DOI: https://doi.org/10.1007/BF01098360