Journal
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Volume 63, Issue 3, Pages 685-703Publisher
SPRINGER
DOI: 10.1007/s10589-015-9795-8
Keywords
Bilevel programming; Mathematical programs with equilibrium constraints; Optimal value transformation; KKT-transformation; Solution algorithm
Funding
- Deutsche Forschungsgemeinschaft
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An algorithm is presented for solving bilevel optimization problems with fully convex lower level problems. Convergence to a local optimal solution is shown under certain weak assumptions. This algorithm uses the optimal value transformation of the problem. Transformation of the bilevel optimization problem using the Fritz-John necessary optimality conditions applied to the lower level problem is shown to exhibit almost the same difficulties for solving the problem as the use of the Karush-Kuhn-Tucker conditions.
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