A NEW ALGORITHM BASED ON THE FRANK-WOLFE METHOD AND NEURAL NETWORK FOR A CLASS OF BILEVEL DECISSION MAKING PROBLEMS
Sheng Zhong · 1996
In this paper a model for a class of bilevel decision-making problems is presented in the form of a static Stackelberg game. Under certain convexity assumptions,some properties of the model is studied. According to these properties, this paper presents a new algorithm based on the Frank-Wolf e method and neural network method. An example demonstrates the feasibility of the proposed algorithm.