The steepest descent direction for the nonlinear bilevel programming problem

The steepest descent direction for the nonlinear bilevel programming problem

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Article ID: iaor19951477
Country: Netherlands
Volume: 15
Issue: 5
Start Page Number: 265
End Page Number: 272
Publication Date: Jun 1994
Journal: Operations Research Letters
Authors: ,
Abstract:

In this paper, the authors give necessary optimality conditions for the nonlinear bilevel programming problem. Furthermore, at each feasible point, they show that the steepest descent direction is obtained by solving a quadratic bilevel programming problem. The authors give indication that this direction can be used to develop a descent algorithm for the nonlinear bilevel problem.

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