4.6 Article

Feasible direction method for bilevel programming problem

期刊

OPTIMIZATION
卷 61, 期 5, 页码 597-616

出版社

TAYLOR & FRANCIS LTD
DOI: 10.1080/02331934.2011.641546

关键词

nonlinear programming; bilevel programming; solution algorithm; Bouligand stationary solution

资金

  1. DAAD (Deutscher Akademischer Austausch Dienst)

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In this article, we investigate the application of feasible direction method for an optimistic non-linear bilevel programming problem. The convex lower level problem of an optimistic non-linear bilevel programming problem is replaced by relaxed KKT conditions. The feasible direction method developed by Topkis and Veinott [D. M. Topkis and A. F. jun. Veinott, On the convergence of some feasible direction algorithms for nonlinear programming, SIAM J. Control Optim. 5(1967), pp. 268-279] is applied to the auxiliary problem to get a Bouligand stationary point for an optimistic bilevel programming problem.

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