We consider the approximation of nonlinear bilevel mathematical programs by solvable programs of the same type, i.e., bilevel programs involving linear approximations of the upper-level objective and all constraint-defining functions, as well as a quadratic approximation of the lower-level objective. We describe the main features of the algorithm and the resulting software. Preliminary numerical experiments tend to confirm the remarkable behavior of the method.
|Place of Publication||Namur, Belgique|
|Publisher||FUNDP, Faculté des Sciences. Département de Mathématique.|
|Publication status||Published - 2002|
- bilevel programming
- numerical results
- trust-region methods
- nonlinear programming