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
收藏
页码：211 / 227
页数：17
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