Article ID: | iaor19961817 |
Country: | Germany |
Volume: | 41 |
Issue: | 2 |
Start Page Number: | 231 |
End Page Number: | 249 |
Publication Date: | Mar 1995 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Tammer K. |
Keywords: | bilevel optimization |
If the paper wants to apply iterative solution procedures of nonlinear optimization for solving the upper level of a two-level optimization problem, at each step the required probelm data must be generated by solving the lower level for the actual parameter value. For the class of gradient-type methods it discusses some ideas, how the accuracy in the lower level can be controlled to ensure the convergence in the upper level. The present paper supplements results of a book of Gol’stein and Tretyakov from 1989.