MIE376 Lec 5 - NLPQPv2.page38

MIE376 Lec 5- - Mathematically… Let x be the vector of leader planning decisions y be the vector of follower operator decisions Leader’s

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Unformatted text preview: Mathematically… Let x be the vector of leader planning decisions y be the vector of follower operator decisions Leader’s problem Max F(x, y*) subject to x ∈ X Where y* is the optimal solution of the follower’s problem Follower’s problem Max f(x, y) subject to y ∈ Y(x) MIE376 - Mathematical Programming 38 ...
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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto- Toronto.

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