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Type: Artigo de periódico
Title: An inexact-restoration method for nonlinear bilevel programming problems
Author: Andreani, R
Castro, SLC
Chela, JL
Friedlander, A
Santos, SA
Abstract: 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.
Subject: Bilevel programming
Country: EUA
Editor: Springer
Rights: fechado
Identifier DOI: 10.1007/s10589-007-9147-4
Date Issue: 2009
Appears in Collections:Unicamp - Artigos e Outros Documentos

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