sci.op-research

> > Peter
>
> The objective function is the same in both problems? Are the variables
> the same in both problems (which would not make much sense)? I can only
> make sense of this if the variables in the outer problem parameterize
> the constraints of the inner problem, but that would mean the inner
> problem has different decision variables and likely a different
> objective. Perhaps you could supply a small scale specific example.
>
> /Paul- Hide quoted text -
>
> - Show quoted text -

A sample problem can be as following:


(P)
Min z1=x
X <= y

(P')
Min z2=0
y <= b (b is a constant)
z1_min <= k (k is a constant)

where z1_min, is the optimal value of the objective function for the
problem (P). The decision variables in the problem (P') parameterize
the constraints in the problem (P).