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: | Wang S., Liu G., Han J. |
Keywords: | bilevel optimization |
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.