A trust-region method for nonlinear bilevel programming: algorithm and computational experience

Benoit Colson; Patrice MARCOTTE; Gilles SAVARD

A trust-region method for nonlinear bilevel programming: algorithm and computational experience

Benoit Colson, Patrice MARCOTTE, Gilles SAVARD

Research output: Book/Report/Journal › Other report

Abstract

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.

Original language	English
Place of Publication	Namur, Belgique
Publisher	FUNDP, Faculté des Sciences. Département de Mathématique.
Publication status	Published - 2002

Keywords

bilevel programming
numerical results
approximation
trust-region methods
nonlinear programming

Cite this

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title = "A trust-region method for nonlinear bilevel programming: algorithm and computational experience",

abstract = "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.",

keywords = "bilevel programming, numerical results, approximation, trust-region methods, nonlinear programming",

author = "Benoit Colson and Patrice MARCOTTE and Gilles SAVARD",

year = "2002",

language = "English",

publisher = "FUNDP, Facult{\'e} des Sciences. D{\'e}partement de Math{\'e}matique.",

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TY - BOOK

T1 - A trust-region method for nonlinear bilevel programming: algorithm and computational experience

AU - Colson, Benoit

AU - MARCOTTE, Patrice

AU - SAVARD, Gilles

PY - 2002

Y1 - 2002

N2 - 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.

AB - 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.

KW - bilevel programming

KW - numerical results

KW - approximation

KW - trust-region methods

KW - nonlinear programming

M3 - Other report

BT - A trust-region method for nonlinear bilevel programming: algorithm and computational experience

PB - FUNDP, Faculté des Sciences. Département de Mathématique.

CY - Namur, Belgique

ER -

A trust-region method for nonlinear bilevel programming: algorithm and computational experience

Abstract

Keywords

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Cite this