Dependence of bilevel mathematical programs on irrelevant constraints |
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Authors: | Charles M. Macal Arthur P. Hurter |
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Affiliation: | aDecision and Information Sciences Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, U.S.A.;bDepartment of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60201, U.S.A. |
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Abstract: | For standard, single-level mathematical programs, any optimal solution remains optimal when an inactive (i.e., irrelevant) constraint is added to the problem, a property termed independence of irrelevant constraints (IIC). In general, bilevel mathematical programs do not possess the IIC property. This paper presents necessary and sufficient conditions for the IIC property to hold for a bilevel program. A straightforward test is described that concludes whether or not a bilevel program is IIC. |
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