A trust region algorithm for bilevel programming problems

A trust region algorithm for bilevel programming problems

0.00 Avg rating0 Votes
Article ID: iaor20001156
Country: China
Volume: 43
Issue: 10
Start Page Number: 820
End Page Number: 824
Publication Date: May 1998
Journal: Chinese Science Bulletin
Authors: , ,
Keywords: bilevel optimization
Abstract:

A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved.

Reviews

Required fields are marked *. Your email address will not be published.