On the convergence of the algorithm for bilevel programming problems by Clegg and Smith

On the convergence of the algorithm for bilevel programming problems by Clegg and Smith

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Article ID: iaor2004314
Country: United Kingdom
Volume: 36B
Issue: 10
Start Page Number: 939
End Page Number: 944
Publication Date: Dec 2002
Journal: Transportation Research. Part B: Methodological
Authors: , ,
Keywords: research
Abstract:

In Clegg and Smith and Battye et al. Smith and colleagues present an algorithm for solving the bilevel programming problem. We show that the points reached by the algorithm are not stationary points of bilevel programs in general. We further show that, with a minor modification, this method can be expressed as an inexact penalty method for gap function-constrained bilevel programs.

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