Dmitry Volodin edited section_Bi_level_formulation_subsection__.tex  about 8 years ago

Commit id: 6778c3c9d6319cb1a197b69a6989bbd42ee4cbb8

deletions | additions      

       

The system described above is linear, so KKT conditions are sufficient for global optimum.  Hence, we can refer to this problem as to the equations system with inner variables and outer parameters.  If we denote it as $E(\hat{g}, \hat{c}; g, p, \theta, \lambda, \chi, \sigma, \nu, \omega)$ \omega) = 0$  than required subproblems used to filter the Nash Equilibrium are formulated as $E(\hat{g}^{(s,p)}, \hat{c}^{(s,p)}; g^{sp}, p^{sp}, \theta^{sp}, \lambda^{sp}, \chi^{sp}, \sigma^{sp}, \nu^{sp}, \omega^{sp})$, \omega^{sp}) = 0$,  where \begin{description}  \item[$\hat{g}^{(s,p)}$] is equal to current $\hat{g}_u$ value for $u\notin p$ and fixed on strategy level for others;  \item[$\hat{c}^{(s,p)}$] ditto for bidded cost;