A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems Academic Article uri icon


  • In this paper, we outline the foundations of a general global optimisation strategy for the solution of multilevel hierarchical and general decentralised multilevel problems, based on our recent developments on multi-parametric programming and control theory. The core idea is to recast each optimisation subproblem, present in the hierarchy, as a multi-parametric programming problem, with parameters being the optimisation variables belonging to the remaining subproblems. This then transforms the multilevel problem into single-level linear/ convex optimisation problems. For decentralised systems, where more than one optimisation problem is present at each level of the hierarchy, Nash equilibrium is considered. A three person dynamic optimisation problem is presented to illustrate the mathematical developments. Springer-Verlag 2007.

published proceedings


author list (cited authors)

  • Faisca, N. P., Saraiva, P. M., Rustem, B., & Pistikopoulos, E. N.

citation count

  • 54

publication date

  • October 2009