A trust-region method for nonlinear bilevel programming: Algorithm and computational experience

被引：118

作者：

Colson, B

Marcotte, P

Savard, G

机构：

[1] Fac Univ Notre Dame Paix, Dept Math, B-5000 Namur, Belgium

[2] Univ Montreal, CRT, Montreal, PQ H3C 3J7, Canada

[3] Univ Montreal, DIRO, Montreal, PQ H3C 3J7, Canada

[4] Ecole Polytech, Dept Math & Genie Ind, Montreal, PQ H3C 3A7, Canada

[5] Ecole Polytech, GERAD, Montreal, PQ H3C 3A7, Canada

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2005年 / 30卷 / 03期

关键词：

bilevel programming; nonlinear programming; trust-region methods; approximation; numerical results;

D O I：

10.1007/s10589-005-4612-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We consider the approximation of nonlinear bilevel mathematical programs by solvable programs of the same type, i.e., bilevel programs involving linear approximations of the upper-level objective and all constraint-defining functions, as well as a quadratic approximation of the lower-level objective. We describe the main features of the algorithm and the resulting software. Numerical experiments tend to confirm the promising behavior of the method.

引用

页码：211 / 227

页数：17

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