期刊
JOURNAL OF GLOBAL OPTIMIZATION
卷 42, 期 4, 页码 475-513出版社
SPRINGER
DOI: 10.1007/s10898-007-9260-z
关键词
Bilevel program; nonconvex; global optimization; branch-and-bound; MPEC
资金
- DoD Multidisciplinary University Research Initiative (MURI) [DAAD19-01-1-0566]
A bounding algorithm for the global solution of nonlinear bilevel programs involving nonconvex functions in both the inner and outer programs is presented. The algorithm is rigorous and terminates finitely to a point that satisfies epsilon-optimality in the inner and outer programs. For the lower bounding problem, a relaxed program, containing the constraints of the inner and outer programs augmented by a parametric upper bound to the parametric optimal solution function of the inner program, is solved to global optimality. The optional upper bounding problem is based on probing the solution obtained by the lower bounding procedure. For the case that the inner program satisfies a constraint qualification, an algorithmic heuristic for tighter lower bounds is presented based on the KKT necessary conditions of the inner program. The algorithm is extended to include branching, which is not required for convergence but has potential advantages. Two branching heuristics are described and analyzed. Convergence proofs are provided and numerical results for original test problems and for literature examples are presented.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据