论文信息 - A trust region algorithm for nonlinear bilevel programming

A trust region algorithm for nonlinear bilevel programming

We propose to solve generalized bilevel programs by a trust region approach where the ''model'' takes the form of a bilevel program involving a linear program at the upper level and a linear variational inequality at the lower level. By coupling the concepts of trust region and linesearch in a novel way, we obtain an implementable algorithm that converges to a strong stationary point of the original bilevel program.

Patrice Marcotte | Daoli Zhu | Gilles Savard

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