| Article ID: | iaor20023030 |
| Country: | Netherlands |
| Volume: | 29 |
| Issue: | 4 |
| Start Page Number: | 171 |
| End Page Number: | 179 |
| Publication Date: | Nov 2001 |
| Journal: | Operations Research Letters |
| Authors: | Savard G., Marcotte P., Zhu D.L. |
| Keywords: | trust regions, bilevel optimization |
We propose to solve generalized bilevel programs by a trust region approach where the ‘model’ takes the form of a bilevel program involving a linear program at the upper level and a linear variational inequality at the lower level. By coupling the concepts of trust region and linesearch in a novel way, we obtain an implementable algorithm that converges to a strong stationary point of the original bilevel program.