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 |
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Place of Publication | Montréal (QC), Canada |
Publisher | Les Cahiers du GERAD, G-2002-36 (Groupe d'Etudes et de Recherche en Analyse des Décisions, Ecole Polytechnique de Montréal) |
Publication status | Published - 2002 |
Keywords
- bilevel programming
- numerical results
- approximation
- trust-region methods
- nonlinear programming