An inexact-restoration method for nonlinear bilevel programming problems
Tipo
Artigo
Data de publicação
2009
Periódico
Computational Optimization and Applications
Citações (Scopus)
32
Autores
Andreani R.
Castro S.L.C.
Chela J.L.
Friedlander A.
Santos S.A.
Castro S.L.C.
Chela J.L.
Friedlander A.
Santos S.A.
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Título de Volume
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Resumo
We present a new algorithm for solving bilevel programming problems without reformulating them as single-level nonlinear programming problems. This strategy allows one to take profit of the structure of the lower level optimization problems without using non-differentiable methods. The algorithm is based on the inexact-restoration technique. Under some assumptions on the problem we prove global convergence to feasible points that satisfy the approximate gradient projection (AGP) optimality condition. Computational experiments are presented that encourage the use of this method for general bilevel problems. © 2007 Springer Science+Business Media, LLC.
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Assuntos Scopus
Approximate gradient , Bi-level problems , Bilevel programming , Bilevel programming problem , Computational experiment , Global convergence , Inexact-restoration , Nonlinear bilevel programming , Nonlinear programming problem , Optimality conditions , Optimization problems , Restoration methods , Restoration techniques