MIE376 Lec 5 - NLPQPv2.page40

MIE376 Lec 5 - NLPQPv2.page40 - They will be a set of...

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How to deal with y* in the Leader problem? - KKT to the rescue! ± y* must satisfy the KKT conditions of the follower’s problem. ± Develop the KKT of the follower’s problem ²
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Unformatted text preview: They will be a set of linear constraints Insert these constraints in the leaders problem Solve the entire problem as one LP! MIE376 - Mathematical Programming 40...
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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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