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: | Gauvin Jacques, Savard Gilles |
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.