Two-level optimization with approximate solutions in the lower level

Two-level optimization with approximate solutions in the lower level

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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:
Keywords: bilevel optimization
Abstract:

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.

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